+14.8%
PL vs UPST
-79.7%
+94.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.3% | -4.8% | -8.8% |
| 7D | -20.5% | -10.9% | -9.7% | -18.3% |
| 30D | -38.8% | -7.2% | -31.6% | -37.7% |
| 3M | -49.1% | -26.7% | -22.4% | -45.3% |
| 6M | -69.4% | -29.0% | -40.4% | -66.7% |
| YTD | -42.3% | -49.4% | +7.0% | -32.9% |
| 1Y | -14.2% | -47.0% | +32.8% | -1.3% |
| 3Y | +398.7% | -27.0% | +425.7% | +367.6% |
| 5Y | +11.1% | -93.3% | +104.5% | +13.5% |
| All | +14.8% | -79.7% | +94.5% | +17.3% |
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