+6.9%
PCOR vs UPST
-48.7%
+55.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +9.4% | +10.3% | +17.0% |
| 7D | +21.8% | -3.1% | +25.0% | +22.5% |
| 30D | +39.5% | -4.0% | +43.5% | +40.4% |
| 3M | +35.2% | -22.9% | +58.1% | +43.2% |
| 6M | +21.7% | -27.1% | +48.9% | +29.6% |
| YTD | +3.9% | -46.5% | +50.5% | +14.9% |
| 1Y | +6.9% | -49.4% | +56.4% | +18.6% |
| All | +6.9% | -48.7% | +55.6% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling