+259.5%
UPS vs PWR
+2,806.7%
-2,547.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.6% |
| 7D | -1.6% | +4.7% | -6.4% | -2.5% |
| 30D | +17.9% | -12.5% | +30.4% | +19.6% |
| 3M | +9.4% | -9.3% | +18.7% | +10.0% |
| 6M | +16.2% | -22.2% | +38.3% | +19.1% |
| YTD | +18.8% | +44.2% | -25.4% | +10.3% |
| 1Y | +26.1% | +35.5% | -9.4% | +18.0% |
| 3Y | -4.5% | +250.4% | -254.9% | -24.3% |
| 5Y | -33.2% | +425.6% | -458.8% | -50.7% |
| 10Y | +44.3% | +1,874.2% | -1,829.9% | -13.6% |
| All | +259.5% | +2,806.7% | -2,547.3% | +78.6% |
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