+213.5%
PH vs UPST
-92.3%
+305.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +1.7% |
| 7D | +2.1% | -4.5% | +6.6% | +2.5% |
| 30D | +0.3% | -15.3% | +15.6% | +1.7% |
| 3M | -8.8% | -32.4% | +23.6% | -5.6% |
| 6M | +10.0% | -29.5% | +39.6% | +12.9% |
| YTD | +10.5% | -53.3% | +63.8% | +17.1% |
| 1Y | +15.5% | -47.4% | +62.9% | +20.7% |
| 3Y | +136.4% | -2.2% | +138.6% | +119.3% |
| All | +213.5% | -92.3% | +305.8% | +225.5% |
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