-13.6%
PDD vs UPST
-92.5%
+78.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.3% | +1.6% |
| 7D | -4.9% | -10.6% | +5.8% | -3.4% |
| 30D | -3.0% | -14.0% | +10.9% | -1.3% |
| 3M | -6.2% | -36.8% | +30.7% | -0.3% |
| 6M | -20.7% | -27.5% | +6.8% | -18.1% |
| YTD | -30.4% | -55.3% | +24.9% | -23.7% |
| 1Y | -41.3% | -47.5% | +6.3% | -37.4% |
| 3Y | -27.7% | -10.4% | -17.3% | -42.0% |
| All | -13.6% | -92.5% | +78.9% | +13.7% |
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