+48.9%
PCOR vs UPST
-28.6%
+77.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.0% |
| 7D | +23.7% | -10.9% | +34.6% | +26.4% |
| 30D | +39.0% | -7.2% | +46.2% | +40.8% |
| 3M | +35.8% | -26.7% | +62.4% | +43.5% |
| 6M | +38.2% | -29.0% | +67.2% | +46.0% |
| YTD | +3.9% | -49.4% | +53.3% | +15.4% |
| 1Y | +5.7% | -47.0% | +52.6% | +15.8% |
| All | +48.9% | -28.6% | +77.5% | +44.1% |
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 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