+109.2%
PCAR vs UPST
-93.2%
+202.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -1.2% |
| 7D | +2.2% | -10.9% | +13.0% | +2.9% |
| 30D | -4.4% | -7.2% | +2.8% | -4.0% |
| 3M | -21.4% | -26.7% | +5.3% | -20.0% |
| 6M | -7.3% | -29.0% | +21.6% | -5.7% |
| YTD | -3.8% | -49.4% | +45.6% | -0.4% |
| 1Y | +6.3% | -47.0% | +53.3% | +9.5% |
| 3Y | +34.4% | -27.0% | +61.4% | +30.4% |
| 5Y | +109.2% | -93.3% | +202.5% | +101.1% |
| All | +109.2% | -93.2% | +202.4% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling