+45.4%
PAAS vs UPST
-14.4%
+59.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.8% |
| 7D | +8.8% | +4.4% | +4.4% | +8.5% |
| 30D | -8.5% | -7.7% | -0.8% | -7.9% |
| 3M | -17.0% | -28.4% | +11.4% | -14.9% |
| 6M | -27.9% | -23.2% | -4.7% | -26.6% |
| YTD | -17.5% | -49.1% | +31.6% | -13.8% |
| 1Y | +22.8% | -42.4% | +65.2% | +27.0% |
| 3Y | +224.2% | +5.4% | +218.9% | +204.8% |
| 5Y | +73.6% | -92.9% | +166.5% | +72.8% |
| All | +45.4% | -14.4% | +59.8% | +26.2% |
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