+196.7%
PH vs UPST
-93.6%
+290.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | +2.0% | -4.9% | +6.9% | +2.4% |
| 30D | -3.7% | -8.9% | +5.2% | -3.0% |
| 3M | -14.0% | -26.3% | +12.3% | -11.8% |
| 6M | +2.1% | -23.7% | +25.8% | +4.0% |
| YTD | +5.1% | -49.9% | +55.0% | +10.6% |
| 1Y | +10.9% | -42.0% | +52.9% | +14.8% |
| 3Y | +132.9% | -25.3% | +158.2% | +120.5% |
| All | +196.7% | -93.6% | +290.3% | +210.9% |
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 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