+83.0%
PL vs UPST
-74.2%
+157.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.8% |
| 7D | -9.3% | -3.5% | -5.8% | -8.5% |
| 30D | -18.9% | -7.1% | -11.8% | -17.5% |
| 3M | -58.4% | -13.1% | -45.3% | -56.7% |
| 6M | -30.3% | -1.1% | -29.2% | -30.5% |
| YTD | -8.1% | -35.9% | +27.7% | +1.0% |
| 1Y | +180.5% | -57.4% | +237.9% | +237.9% |
| 3Y | +444.1% | -14.9% | +459.0% | +390.8% |
| 5Y | +83.0% | -88.7% | +171.7% | +76.4% |
| All | +83.0% | -74.2% | +157.3% | +76.7% |
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