-71.0%
PINS vs UPST
+7.9%
-78.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.9% |
| 7D | -12.0% | -3.5% | -8.5% | -11.5% |
| 30D | -12.7% | -7.1% | -5.6% | -11.7% |
| 3M | -5.5% | -13.1% | +7.6% | -3.7% |
| 6M | +5.3% | -1.1% | +6.4% | +4.6% |
| YTD | -21.2% | -35.9% | +14.7% | -16.7% |
| 1Y | -45.0% | -57.4% | +12.4% | -38.3% |
| 3Y | -26.2% | -14.9% | -11.3% | -34.1% |
| 5Y | -64.0% | -88.7% | +24.7% | -66.9% |
| All | -71.0% | +7.9% | -78.9% | -77.6% |
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