+77.1%
PBR vs UPST
-62.0%
+139.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.2% |
| 7D | +0.3% | -8.1% | +8.4% | -0.2% |
| 30D | +17.5% | -14.3% | +31.8% | +16.4% |
| 3M | +20.9% | -16.6% | +37.5% | +19.7% |
| 6M | +20.2% | -7.3% | +27.5% | +19.4% |
| YTD | +84.3% | -40.8% | +125.1% | +81.9% |
| 1Y | +77.1% | -62.4% | +139.5% | +71.8% |
| All | +77.1% | -62.0% | +139.2% | +71.8% |
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 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