+227.0%
UPS vs PWR
+2,885.0%
-2,658.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -2.9% | +3.6% | -6.5% | -3.4% |
| 30D | -3.5% | -8.6% | +5.1% | -2.3% |
| 3M | -5.7% | -13.2% | +7.4% | -4.1% |
| 6M | -4.4% | +9.9% | -14.3% | -6.5% |
| YTD | +8.0% | +48.0% | -40.0% | +0.7% |
| 1Y | +29.0% | +66.2% | -37.1% | +17.8% |
| 3Y | -27.7% | +195.1% | -222.8% | -40.8% |
| 5Y | -34.3% | +442.6% | -476.9% | -51.4% |
| 10Y | +37.8% | +2,334.2% | -2,296.4% | -19.1% |
| All | +227.0% | +2,885.0% | -2,658.0% | +63.1% |
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