+38.0%
PBR vs UPST
-46.8%
+84.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.5% |
| 7D | -9.1% | -12.1% | +2.9% | -9.9% |
| 30D | -29.9% | -13.4% | -16.5% | -30.4% |
| 3M | +2.3% | -31.2% | +33.5% | -0.5% |
| 6M | -10.9% | -28.3% | +17.4% | -12.9% |
| YTD | +56.9% | -53.0% | +109.9% | +50.5% |
| 1Y | +38.0% | -47.2% | +85.2% | +31.1% |
| All | +38.0% | -46.8% | +84.8% | +31.1% |
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 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