-33.5%
UPS vs PSKY
-71.8%
+38.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.6% |
| 7D | -3.7% | -6.8% | +3.2% | -2.9% |
| 30D | -3.7% | +10.2% | -14.0% | -4.8% |
| 3M | -6.6% | +0.3% | -6.8% | -6.7% |
| 6M | +2.6% | -7.8% | +10.3% | +3.0% |
| YTD | +4.8% | -23.0% | +27.7% | +7.1% |
| 1Y | +25.3% | -31.6% | +56.9% | +28.9% |
| 3Y | -26.9% | -21.3% | -5.5% | -29.1% |
| 5Y | -33.5% | -71.5% | +38.0% | -28.4% |
| All | -33.5% | -71.8% | +38.3% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling