-14.1%
PCOR vs UPST
-83.6%
+69.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.1% |
| 7D | +23.7% | -10.9% | +34.6% | +26.6% |
| 30D | +39.0% | -7.2% | +46.2% | +41.0% |
| 3M | +35.8% | -26.7% | +62.4% | +44.3% |
| 6M | +38.2% | -29.0% | +67.2% | +46.8% |
| YTD | +3.9% | -49.4% | +53.3% | +16.9% |
| 1Y | +5.7% | -47.0% | +52.6% | +17.0% |
| 3Y | +44.8% | -27.0% | +71.8% | +29.6% |
| 5Y | -19.8% | -93.3% | +73.5% | -19.3% |
| All | -14.1% | -83.6% | +69.5% | -16.3% |
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