-33.7%
UPS vs PTC
+6.0%
-39.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.9% | +0.3% |
| 7D | -2.9% | -10.3% | +7.4% | -0.4% |
| 30D | -3.5% | +1.1% | -4.6% | -4.0% |
| 3M | -5.7% | +1.6% | -7.3% | -6.8% |
| 6M | -4.4% | -13.5% | +9.1% | -1.4% |
| YTD | +8.0% | -19.1% | +27.1% | +13.3% |
| 1Y | +29.0% | -33.9% | +62.9% | +43.6% |
| 3Y | -27.7% | -3.9% | -23.8% | -31.2% |
| All | -33.7% | +6.0% | -39.8% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling