+36.1%
UPS vs PTC
+196.2%
-160.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.4% |
| 7D | -3.7% | -13.6% | +9.9% | -0.2% |
| 30D | -3.7% | -14.7% | +10.9% | 0.0% |
| 3M | -6.6% | -5.9% | -0.7% | -6.1% |
| 6M | +2.6% | -21.1% | +23.7% | +7.7% |
| YTD | +4.8% | -26.0% | +30.8% | +11.6% |
| 1Y | +25.3% | -36.8% | +62.1% | +39.2% |
| 3Y | -26.9% | -10.3% | -16.6% | -27.8% |
| 5Y | -33.5% | +1.2% | -34.7% | -37.7% |
| 10Y | +36.1% | +198.3% | -162.2% | -4.1% |
| All | +36.1% | +196.2% | -160.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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