-14.6%
PCOR vs UPST
-13.8%
-0.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.6% | -4.0% |
| 7D | -9.0% | -3.5% | -5.4% | -8.4% |
| 30D | +4.2% | -7.1% | +11.3% | +5.5% |
| 3M | +14.4% | -13.1% | +27.5% | +16.7% |
| 6M | +0.2% | -1.1% | +1.3% | -0.6% |
| YTD | -20.3% | -35.9% | +15.6% | -15.3% |
| 1Y | -16.1% | -57.4% | +41.3% | -5.7% |
| All | -14.6% | -13.8% | -0.8% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling