-34.5%
UPS vs PSX
+357.6%
-392.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -3.4% | +1.5% | -4.9% | -3.7% |
| 30D | -2.7% | +15.8% | -18.6% | -6.0% |
| 3M | -1.6% | +43.0% | -44.7% | -9.6% |
| 6M | +2.3% | +61.1% | -58.8% | -9.1% |
| YTD | +5.6% | +104.5% | -99.0% | -12.0% |
| 1Y | +27.1% | +102.5% | -75.5% | +5.8% |
| 3Y | -26.3% | +133.5% | -159.8% | -41.6% |
| 5Y | -34.5% | +367.0% | -401.4% | -54.1% |
| All | -34.5% | +357.6% | -392.1% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling