+99.9%
PBR vs UPST
-14.8%
+114.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.3% | +3.7% |
| 7D | +2.5% | -1.5% | +4.0% | +2.5% |
| 30D | +19.4% | -13.2% | +32.6% | +19.9% |
| 3M | +20.8% | -13.0% | +33.8% | +21.1% |
| 6M | +23.5% | -2.9% | +26.4% | +22.7% |
| YTD | +83.4% | -38.3% | +121.7% | +86.0% |
| 1Y | +77.6% | -60.5% | +138.0% | +84.0% |
| 3Y | +99.9% | -11.7% | +111.6% | +85.7% |
| All | +99.9% | -14.8% | +114.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling