+403.1%
PL vs UPST
-28.6%
+431.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.3% | -4.8% | -8.5% |
| 7D | -20.5% | -10.9% | -9.7% | -17.9% |
| 30D | -38.8% | -7.2% | -31.6% | -37.5% |
| 3M | -49.1% | -26.7% | -22.4% | -44.5% |
| 6M | -69.4% | -29.0% | -40.4% | -66.1% |
| YTD | -42.3% | -49.4% | +7.0% | -31.2% |
| 1Y | -14.2% | -47.0% | +32.8% | +1.0% |
| All | +403.1% | -28.6% | +431.7% | +364.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling