+277.7%
PH vs UPST
-26.3%
+304.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.3% | -1.0% |
| 7D | +7.4% | -13.5% | +20.9% | +8.5% |
| 30D | +0.5% | -19.6% | +20.1% | +1.9% |
| 3M | -10.2% | -34.2% | +23.9% | -7.7% |
| 6M | +8.9% | -31.2% | +40.1% | +11.2% |
| YTD | +9.7% | -56.2% | +65.9% | +15.0% |
| 1Y | +12.8% | -51.7% | +64.5% | +17.3% |
| 3Y | +134.6% | -8.2% | +142.8% | +125.5% |
| 5Y | +204.5% | -92.8% | +297.3% | +198.1% |
| All | +277.7% | -26.3% | +304.0% | +264.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling