+518.4%
PANW vs UPST
+7.9%
+510.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -10.3% | -3.5% | -6.8% | -10.0% |
| 30D | -8.1% | -7.1% | -1.0% | -7.5% |
| 3M | +19.3% | -13.1% | +32.4% | +20.8% |
| 6M | +110.2% | -1.1% | +111.3% | +109.4% |
| YTD | +80.9% | -35.9% | +116.8% | +86.9% |
| 1Y | +73.3% | -57.4% | +130.7% | +84.8% |
| 3Y | +174.6% | -14.9% | +189.5% | +158.7% |
| 5Y | +327.1% | -88.7% | +415.7% | +306.6% |
| All | +518.4% | +7.9% | +510.5% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling