+279.5%
PH vs UPST
+7.9%
+271.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -3.1% | -3.5% | +0.5% | -2.8% |
| 30D | -3.2% | -7.1% | +3.9% | -2.8% |
| 3M | +10.6% | -13.1% | +23.7% | +11.5% |
| 6M | -2.1% | -1.1% | -1.0% | -2.7% |
| YTD | +10.2% | -35.9% | +46.0% | +12.7% |
| 1Y | +28.2% | -57.4% | +85.6% | +34.5% |
| 3Y | +134.9% | -14.9% | +149.8% | +125.0% |
| 5Y | +253.6% | -88.7% | +342.3% | +237.3% |
| All | +279.5% | +7.9% | +271.6% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling