-23.7%
PDD vs UPST
-88.8%
+65.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.9% |
| 7D | -4.1% | -3.5% | -0.5% | -3.6% |
| 30D | -9.6% | -7.1% | -2.5% | -8.8% |
| 3M | -4.3% | -13.1% | +8.8% | -2.9% |
| 6M | -18.8% | -1.1% | -17.7% | -19.8% |
| YTD | -27.5% | -35.9% | +8.4% | -24.3% |
| 1Y | -33.6% | -57.4% | +23.8% | -27.1% |
| 3Y | -20.4% | -14.9% | -5.5% | -34.3% |
| All | -23.7% | -88.8% | +65.1% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling