-34.1%
PCOR vs UPST
-79.2%
+45.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.6% | -3.9% |
| 7D | -9.0% | -3.5% | -5.4% | -8.3% |
| 30D | +4.2% | -7.1% | +11.3% | +5.6% |
| 3M | +14.4% | -13.1% | +27.5% | +17.0% |
| 6M | +0.2% | -1.1% | +1.3% | -0.9% |
| YTD | -20.3% | -35.9% | +15.6% | -14.5% |
| 1Y | -16.1% | -57.4% | +41.3% | -3.6% |
| 3Y | -14.7% | -14.9% | +0.2% | -26.5% |
| 5Y | -43.2% | -88.7% | +45.5% | -45.8% |
| All | -34.1% | -79.2% | +45.1% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling