-18.4%
PDD vs UPST
-92.2%
+73.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.0% | -0.9% |
| 7D | -7.6% | -13.5% | +5.9% | -5.8% |
| 30D | -5.4% | -19.6% | +14.2% | -2.7% |
| 3M | -12.9% | -34.2% | +21.3% | -8.1% |
| 6M | -19.0% | -31.2% | +12.2% | -15.7% |
| YTD | -31.6% | -56.2% | +24.6% | -24.8% |
| 1Y | -43.0% | -51.7% | +8.7% | -38.5% |
| 3Y | -28.9% | -8.2% | -20.7% | -43.4% |
| 5Y | -18.4% | -92.8% | +74.4% | +11.5% |
| All | -18.4% | -92.2% | +73.8% | +11.5% |
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