-32.7%
UPS vs PSA
+26.3%
-58.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +3.8% | -1.4% | +5.2% | +4.4% |
| 30D | +17.4% | +15.2% | +2.2% | +10.9% |
| 3M | +8.2% | +2.2% | +6.0% | +7.2% |
| 6M | +17.9% | +11.7% | +6.3% | +12.4% |
| YTD | +18.7% | +32.0% | -13.3% | +5.7% |
| 1Y | +24.8% | +26.3% | -1.5% | +13.0% |
| 3Y | -4.5% | +52.4% | -56.9% | -20.5% |
| All | -32.7% | +26.3% | -58.9% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling