+71.5%
PANW vs UPST
-62.6%
+134.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.7% |
| 7D | +2.0% | -12.0% | +14.0% | +4.8% |
| 30D | -11.8% | -16.0% | +4.2% | -8.5% |
| 3M | +28.6% | -17.2% | +45.8% | +33.9% |
| 6M | +104.4% | -10.9% | +115.3% | +108.3% |
| YTD | +83.8% | -42.6% | +126.4% | +100.2% |
| 1Y | +71.5% | -59.8% | +131.3% | +98.7% |
| All | +71.5% | -62.6% | +134.1% | +98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling