+152.1%
PANW vs UPST
-4.9%
+157.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.4% |
| 7D | +2.7% | -10.6% | +13.3% | +4.2% |
| 30D | -14.1% | -14.0% | -0.1% | -12.5% |
| 3M | -18.6% | -36.8% | +18.2% | -13.9% |
| 6M | +41.5% | -27.5% | +69.0% | +47.0% |
| YTD | +74.9% | -55.3% | +130.2% | +90.3% |
| 1Y | +57.4% | -47.5% | +104.9% | +68.0% |
| 3Y | +152.1% | -10.4% | +162.5% | +148.8% |
| All | +152.1% | -4.9% | +157.0% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling