-22.5%
PDD vs UPST
-29.4%
+6.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | +5.6% | -4.9% | +10.5% | +5.8% |
| 30D | +5.8% | -8.9% | +14.6% | +6.1% |
| 3M | -8.6% | -26.3% | +17.7% | -7.7% |
| 6M | -18.8% | -23.7% | +4.9% | -18.3% |
| YTD | -26.8% | -49.9% | +23.2% | -25.5% |
| 1Y | -39.3% | -42.0% | +2.7% | -38.4% |
| 3Y | -22.5% | -25.3% | +2.8% | -22.9% |
| All | -22.5% | -29.4% | +6.9% | -22.9% |
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