-12.2%
PCOR vs UPST
-85.8%
+73.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | +1.0% |
| 7D | +2.2% | -13.5% | +15.7% | +5.1% |
| 30D | +37.4% | -19.6% | +57.1% | +43.4% |
| 3M | +33.2% | -34.2% | +67.4% | +44.7% |
| 6M | +60.6% | -31.2% | +91.8% | +71.5% |
| YTD | +6.2% | -56.2% | +62.4% | +22.8% |
| 1Y | -1.1% | -51.7% | +50.6% | +11.9% |
| 3Y | +48.4% | -8.2% | +56.6% | +27.8% |
| 5Y | -13.1% | -92.8% | +79.6% | -11.3% |
| All | -12.2% | -85.8% | +73.6% | -12.1% |
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 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