+136.4%
PH vs UPST
-0.8%
+137.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +1.8% |
| 7D | +2.1% | -4.5% | +6.6% | +2.5% |
| 30D | +0.3% | -15.3% | +15.6% | +1.8% |
| 3M | -8.8% | -32.4% | +23.6% | -5.2% |
| 6M | +10.0% | -29.5% | +39.6% | +13.3% |
| YTD | +10.5% | -53.3% | +63.8% | +18.0% |
| 1Y | +15.5% | -47.4% | +62.9% | +21.3% |
| All | +136.4% | -0.8% | +137.1% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling