+168.4%
UPS vs PSKY
-42.2%
+210.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -3.5% | +24.0% | -27.5% | -7.7% |
| 3M | -5.7% | +2.2% | -7.9% | -6.4% |
| 6M | -4.4% | -9.0% | +4.6% | -3.4% |
| YTD | +8.0% | -18.1% | +26.2% | +10.6% |
| 1Y | +29.0% | -25.1% | +54.1% | +32.6% |
| 3Y | -27.7% | -16.3% | -11.4% | -32.1% |
| 5Y | -34.3% | -70.4% | +36.0% | -25.9% |
| 10Y | +37.8% | -74.2% | +112.0% | +40.7% |
| All | +168.4% | -42.2% | +210.7% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling