+36.4%
UPS vs PSX
+386.4%
-350.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | -2.0% | +15.6% | -17.6% | -5.3% |
| 3M | -6.2% | +46.5% | -52.7% | -14.5% |
| 6M | +2.8% | +55.0% | -52.2% | -8.0% |
| YTD | +5.9% | +105.3% | -99.4% | -11.7% |
| 1Y | +26.2% | +101.6% | -75.3% | +5.4% |
| 3Y | -26.0% | +134.1% | -160.1% | -41.2% |
| 5Y | -34.3% | +368.7% | -403.0% | -56.5% |
| All | +36.4% | +386.4% | -350.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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