+26.8%
PL vs UPST
-79.9%
+106.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.1% | +11.5% | +10.7% |
| 7D | -6.8% | -4.9% | -1.9% | -5.8% |
| 30D | -29.3% | -8.9% | -20.4% | -27.8% |
| 3M | -44.8% | -26.3% | -18.4% | -40.6% |
| 6M | -68.4% | -23.7% | -44.7% | -66.1% |
| YTD | -36.4% | -49.9% | +13.6% | -25.8% |
| 1Y | +0.7% | -42.0% | +42.7% | +13.3% |
| 3Y | +455.3% | -25.3% | +480.6% | +418.2% |
| 5Y | +22.7% | -93.4% | +116.1% | +25.6% |
| All | +26.8% | -79.9% | +106.6% | +29.8% |
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 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