+160.4%
UPS vs PSLV
+108.9%
+51.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +1.1% |
| 7D | -3.4% | -4.9% | +1.5% | -3.1% |
| 30D | -2.7% | -1.9% | -0.9% | -2.7% |
| 3M | -1.6% | +4.2% | -5.8% | -2.0% |
| 6M | +2.3% | -27.6% | +29.9% | +4.0% |
| YTD | +5.6% | -11.7% | +17.2% | +5.1% |
| 1Y | +27.1% | +49.3% | -22.3% | +22.1% |
| 3Y | -26.3% | +167.1% | -193.4% | -32.1% |
| 5Y | -34.5% | +151.7% | -186.2% | -39.7% |
| 10Y | +37.1% | +187.0% | -149.8% | +24.1% |
| All | +160.4% | +108.9% | +51.5% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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