+54.3%
PLD vs UPST
-21.5%
+75.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +7.9% | +0.2% |
| 7D | +0.8% | -4.5% | +5.3% | +1.1% |
| 30D | +0.5% | -15.3% | +15.8% | +1.5% |
| 3M | -5.5% | -32.4% | +26.9% | -3.1% |
| 6M | -8.3% | -29.5% | +21.2% | -6.7% |
| YTD | +4.3% | -53.3% | +57.6% | +8.7% |
| 1Y | +7.4% | -47.4% | +54.8% | +10.8% |
| 3Y | +37.1% | -2.2% | +39.3% | +30.1% |
| 5Y | +1.3% | -92.0% | +93.4% | -3.5% |
| All | +54.3% | -21.5% | +75.8% | +50.8% |
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