+261.9%
PH vs UPST
-15.8%
+277.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +2.9% |
| 7D | +2.0% | -4.9% | +6.9% | +2.3% |
| 30D | -3.7% | -8.9% | +5.2% | -3.2% |
| 3M | -14.0% | -26.3% | +12.3% | -12.3% |
| 6M | +2.1% | -23.7% | +25.8% | +3.5% |
| YTD | +5.1% | -49.9% | +55.0% | +9.2% |
| 1Y | +10.9% | -42.0% | +52.9% | +13.8% |
| 3Y | +132.9% | -25.3% | +158.2% | +125.6% |
| 5Y | +200.1% | -93.4% | +293.5% | +191.4% |
| All | +261.9% | -15.8% | +277.7% | +246.3% |
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