+71.3%
PAAS vs UPST
-93.2%
+164.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.7% |
| 7D | -0.4% | -10.9% | +10.5% | +0.7% |
| 30D | -11.6% | -7.2% | -4.4% | -11.0% |
| 3M | -15.6% | -26.7% | +11.1% | -13.3% |
| 6M | -19.1% | -29.0% | +9.8% | -16.9% |
| YTD | -20.9% | -49.4% | +28.4% | -16.8% |
| 1Y | +21.3% | -47.0% | +68.3% | +27.0% |
| 3Y | +177.4% | -27.0% | +204.4% | +163.4% |
| 5Y | +71.3% | -93.3% | +164.7% | +74.0% |
| All | +71.3% | -93.2% | +164.5% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling