-4.5%
UPS vs PSX
+157.7%
-162.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.7% |
| 7D | +3.8% | +7.8% | -4.0% | +2.1% |
| 30D | +17.4% | -10.9% | +28.2% | +20.1% |
| 3M | +8.2% | +14.5% | -6.3% | +3.7% |
| 6M | +17.9% | +56.1% | -38.2% | +3.7% |
| YTD | +18.7% | +109.6% | -90.9% | -6.3% |
| 1Y | +24.8% | +95.5% | -70.7% | +0.6% |
| 3Y | -4.5% | +156.2% | -160.7% | -27.3% |
| All | -4.5% | +157.7% | -162.2% | -27.3% |
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