-14.4%
PCOR vs UPST
-83.8%
+69.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.1% |
| 7D | +22.7% | -4.9% | +27.6% | +24.1% |
| 30D | +37.5% | -8.9% | +46.3% | +40.0% |
| 3M | +35.2% | -26.3% | +61.5% | +43.6% |
| 6M | +42.2% | -23.7% | +66.0% | +49.0% |
| YTD | +3.6% | -49.9% | +53.5% | +16.7% |
| 1Y | -4.8% | -42.0% | +37.2% | +3.9% |
| 3Y | +48.3% | -25.3% | +73.6% | +32.1% |
| 5Y | -20.1% | -93.4% | +73.3% | -19.4% |
| All | -14.4% | -83.8% | +69.4% | -16.5% |
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