+45.2%
PAYX vs UPST
-3.5%
+48.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.5% |
| 7D | -7.9% | -12.0% | +4.1% | -7.3% |
| 30D | -5.0% | -16.0% | +11.0% | -4.3% |
| 3M | +15.1% | -17.2% | +32.3% | +16.0% |
| 6M | +23.9% | -10.9% | +34.8% | +24.1% |
| YTD | +6.2% | -42.6% | +48.8% | +8.3% |
| 1Y | -9.6% | -59.8% | +50.2% | -6.5% |
| 3Y | +5.8% | -17.9% | +23.7% | +2.2% |
| 5Y | +22.0% | -90.7% | +112.7% | +15.5% |
| All | +45.2% | -3.5% | +48.6% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling