+36.9%
PAAS vs UPST
-21.5%
+58.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -8.3% | +2.4% | -5.2% |
| 7D | +4.2% | -4.5% | +8.7% | +4.6% |
| 30D | -13.8% | -15.3% | +1.5% | -12.6% |
| 3M | -22.7% | -32.4% | +9.7% | -20.4% |
| 6M | -32.1% | -29.5% | -2.6% | -30.4% |
| YTD | -22.3% | -53.3% | +31.0% | -18.3% |
| 1Y | +7.7% | -47.4% | +55.0% | +12.1% |
| 3Y | +214.0% | -2.2% | +216.2% | +197.1% |
| 5Y | +63.2% | -92.0% | +155.3% | +62.3% |
| All | +36.9% | -21.5% | +58.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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