+36.0%
UPS vs PSKY
-75.1%
+111.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -3.4% | -6.0% | +2.6% | -2.7% |
| 30D | -2.7% | +10.7% | -13.4% | -4.0% |
| 3M | -1.6% | +1.2% | -2.8% | -2.0% |
| 6M | +2.3% | +1.5% | +0.8% | +1.6% |
| YTD | +5.6% | -21.8% | +27.3% | +7.9% |
| 1Y | +27.1% | -30.2% | +57.2% | +30.7% |
| 3Y | -26.3% | -20.1% | -6.2% | -28.6% |
| 5Y | -34.5% | -70.5% | +36.0% | -29.0% |
| All | +36.0% | -75.1% | +111.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling