+70.8%
PAAS vs UPST
-93.6%
+164.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +8.4% | -4.9% | +13.3% | +8.9% |
| 30D | -7.2% | -8.9% | +1.7% | -6.4% |
| 3M | -14.0% | -26.3% | +12.3% | -11.7% |
| 6M | -26.8% | -23.7% | -3.0% | -25.1% |
| YTD | -19.8% | -49.9% | +30.2% | -15.5% |
| 1Y | +22.8% | -42.0% | +64.8% | +27.7% |
| 3Y | +183.6% | -25.3% | +208.9% | +169.0% |
| All | +70.8% | -93.6% | +164.4% | +73.6% |
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