-73.0%
PINS vs UPST
-15.8%
-57.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.0% |
| 7D | -2.1% | -4.9% | +2.8% | -1.3% |
| 30D | -6.6% | -8.9% | +2.2% | -5.4% |
| 3M | -18.7% | -26.3% | +7.6% | -14.9% |
| 6M | -10.4% | -23.7% | +13.3% | -7.0% |
| YTD | -26.8% | -49.9% | +23.2% | -19.5% |
| 1Y | -27.9% | -42.0% | +14.1% | -22.7% |
| 3Y | -38.7% | -25.3% | -13.4% | -44.0% |
| 5Y | -59.0% | -93.4% | +34.4% | -60.4% |
| All | -73.0% | -15.8% | -57.2% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling