+277.2%
PH vs UPST
-14.4%
+291.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.1% |
| 7D | +3.0% | +4.4% | -1.4% | +2.7% |
| 30D | -0.6% | -7.7% | +7.1% | -0.2% |
| 3M | -10.7% | -28.4% | +17.7% | -8.8% |
| 6M | +9.1% | -23.2% | +32.2% | +10.5% |
| YTD | +9.5% | -49.1% | +58.6% | +13.6% |
| 1Y | +14.0% | -42.4% | +56.4% | +17.1% |
| 3Y | +138.9% | +5.4% | +133.5% | +127.4% |
| 5Y | +209.1% | -92.9% | +302.0% | +199.8% |
| All | +277.2% | -14.4% | +291.6% | +260.5% |
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 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