+254.7%
UPS vs PWR
+2,728.0%
-2,473.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | +1.1% |
| 7D | +1.1% | -4.8% | +5.9% | +1.5% |
| 30D | +17.3% | -16.2% | +33.5% | +19.8% |
| 3M | +7.9% | -11.9% | +19.8% | +9.0% |
| 6M | +13.7% | -20.6% | +34.3% | +16.2% |
| YTD | +17.2% | +40.3% | -23.1% | +9.3% |
| 1Y | +23.2% | +33.0% | -9.8% | +15.7% |
| 3Y | -5.9% | +250.0% | -255.9% | -25.4% |
| 5Y | -33.1% | +404.2% | -437.2% | -50.3% |
| 10Y | +44.3% | +1,865.8% | -1,821.5% | -13.5% |
| All | +254.7% | +2,728.0% | -2,473.3% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling