+3.0%
PCOR vs UPST
-49.8%
+52.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.2% |
| 7D | +3.0% | -10.6% | +13.7% | +6.6% |
| 30D | +38.7% | -14.0% | +52.7% | +44.6% |
| 3M | +24.9% | -36.8% | +61.7% | +41.9% |
| 6M | +68.8% | -27.5% | +96.3% | +81.8% |
| YTD | +6.7% | -55.3% | +62.0% | +29.9% |
| 1Y | +3.0% | -47.5% | +50.5% | +19.1% |
| All | +3.0% | -49.8% | +52.8% | +19.1% |
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 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