-21.6%
PDD vs UPST
-28.6%
+6.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +2.4% |
| 7D | +5.9% | -10.9% | +16.8% | +6.3% |
| 30D | +7.1% | -7.2% | +14.3% | +7.3% |
| 3M | -7.7% | -26.7% | +19.0% | -6.8% |
| 6M | -13.2% | -29.0% | +15.7% | -12.4% |
| YTD | -26.0% | -49.4% | +23.4% | -24.7% |
| 1Y | -38.4% | -47.0% | +8.5% | -37.4% |
| All | -21.6% | -28.6% | +6.9% | -22.1% |
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