+70.0%
PBR vs UPST
+2.1%
+68.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.0% |
| 7D | -13.3% | +4.4% | -17.7% | -13.4% |
| 30D | -27.5% | -7.7% | -19.8% | -27.3% |
| 3M | +5.2% | -28.4% | +33.6% | +6.1% |
| 6M | -6.4% | -23.2% | +16.8% | -6.0% |
| YTD | +61.6% | -49.1% | +110.7% | +64.4% |
| 1Y | +48.9% | -42.4% | +91.2% | +50.3% |
| 3Y | +70.0% | +5.4% | +64.7% | +54.8% |
| All | +70.0% | +2.1% | +68.0% | +54.8% |
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 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