-5.9%
UPS vs PTC
+30.6%
-36.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.4% |
| 7D | +1.1% | +0.8% | +0.3% | +1.1% |
| 30D | +17.3% | +0.7% | +16.6% | +17.2% |
| 3M | +7.9% | +32.6% | -24.7% | +3.9% |
| 6M | +13.7% | +33.6% | -19.8% | +9.4% |
| YTD | +17.2% | +12.4% | +4.7% | +16.8% |
| 1Y | +23.2% | +11.2% | +12.0% | +23.1% |
| 3Y | -5.9% | +31.7% | -37.5% | -14.6% |
| All | -5.9% | +30.6% | -36.4% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling