+70.4%
PCAR vs UPST
-13.8%
+84.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -0.5% | -3.5% | +3.0% | -0.2% |
| 30D | -6.2% | -7.1% | +0.9% | -5.7% |
| 3M | +5.9% | -13.1% | +19.0% | +6.9% |
| 6M | +0.4% | -1.1% | +1.5% | -0.2% |
| YTD | +14.8% | -35.9% | +50.7% | +17.7% |
| 1Y | +30.1% | -57.4% | +87.5% | +37.1% |
| All | +70.4% | -13.8% | +84.2% | +61.2% |
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