+209.7%
PH vs UPST
-92.5%
+302.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.2% |
| 7D | +4.3% | -10.6% | +15.0% | +5.4% |
| 30D | +0.1% | -14.0% | +14.1% | +1.3% |
| 3M | -9.4% | -36.8% | +27.5% | -5.6% |
| 6M | +8.8% | -27.5% | +36.3% | +11.3% |
| YTD | +9.6% | -55.3% | +64.9% | +16.6% |
| 1Y | +14.4% | -47.5% | +62.0% | +19.6% |
| 3Y | +134.5% | -10.4% | +145.0% | +119.5% |
| All | +209.7% | -92.5% | +302.2% | +216.4% |
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