-26.8%
UPS vs PSX
+134.3%
-161.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -3.7% | +1.8% | -5.5% | -4.1% |
| 30D | -3.7% | +21.6% | -25.4% | -8.5% |
| 3M | -6.6% | +46.5% | -53.0% | -15.6% |
| 6M | +2.6% | +62.0% | -59.4% | -10.8% |
| YTD | +4.8% | +106.3% | -101.5% | -16.0% |
| 1Y | +25.3% | +103.0% | -77.7% | +0.4% |
| All | -26.8% | +134.3% | -161.0% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling