-30.3%
PL vs UPST
-1.7%
-28.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.5% |
| 7D | -9.3% | -3.5% | -5.8% | -7.9% |
| 30D | -18.9% | -7.1% | -11.8% | -16.5% |
| 3M | -58.4% | -13.1% | -45.3% | -55.6% |
| 6M | -30.3% | -1.1% | -29.2% | -27.6% |
| All | -30.3% | -1.7% | -28.6% | -27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling