+41.5%
PANW vs UPST
-28.9%
+70.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.8% |
| 7D | +2.7% | -10.6% | +13.3% | +6.3% |
| 30D | -14.1% | -14.0% | -0.1% | -10.0% |
| 3M | -18.6% | -36.8% | +18.2% | -5.5% |
| 6M | +41.5% | -27.5% | +69.0% | +57.4% |
| All | +41.5% | -28.9% | +70.3% | +57.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling