-57.2%
PINS vs UPST
-93.2%
+36.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.3% | -1.4% | -5.6% |
| 7D | -0.7% | -10.9% | +10.2% | +1.6% |
| 30D | -1.2% | -7.2% | +6.0% | +0.2% |
| 3M | -15.3% | -26.7% | +11.4% | -9.9% |
| 6M | -11.2% | -29.0% | +17.8% | -5.5% |
| YTD | -23.6% | -49.4% | +25.8% | -13.9% |
| 1Y | -23.1% | -47.0% | +23.8% | -14.7% |
| 3Y | -36.0% | -27.0% | -9.1% | -44.9% |
| 5Y | -57.2% | -93.3% | +36.1% | -52.8% |
| All | -57.2% | -93.2% | +36.0% | -52.8% |
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