+123.5%
PCAR vs UPST
-14.4%
+137.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +3.6% |
| 7D | +2.9% | +4.4% | -1.5% | +2.7% |
| 30D | -2.1% | -7.7% | +5.5% | -1.8% |
| 3M | -20.4% | -28.4% | +8.1% | -19.0% |
| 6M | -7.0% | -23.2% | +16.2% | -6.0% |
| YTD | -2.6% | -49.1% | +46.5% | +0.1% |
| 1Y | +9.8% | -42.4% | +52.1% | +12.0% |
| 3Y | +37.3% | +5.4% | +31.9% | +32.3% |
| 5Y | +116.4% | -92.9% | +209.3% | +114.5% |
| All | +123.5% | -14.4% | +137.9% | +106.5% |
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