+36.2%
UPS vs PWR
+2,399.9%
-2,363.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.4% |
| 7D | -2.1% | +4.5% | -6.6% | -3.2% |
| 30D | -2.3% | -4.9% | +2.6% | -1.3% |
| 3M | -5.2% | -7.9% | +2.7% | -4.0% |
| 6M | +1.4% | +18.3% | -16.9% | -4.6% |
| YTD | +6.1% | +51.5% | -45.4% | -7.1% |
| 1Y | +27.0% | +70.3% | -43.3% | +6.9% |
| 3Y | -25.9% | +210.6% | -236.5% | -50.9% |
| 5Y | -34.6% | +456.7% | -491.3% | -65.4% |
| 10Y | +36.2% | +2,396.1% | -2,359.9% | -59.3% |
| All | +36.2% | +2,399.9% | -2,363.8% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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