+52.6%
PLD vs UPST
-24.8%
+77.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +1.3% | -10.6% | +12.0% | +2.1% |
| 30D | -1.4% | -14.0% | +12.6% | -0.5% |
| 3M | -8.2% | -36.8% | +28.7% | -5.4% |
| 6M | -8.0% | -27.5% | +19.5% | -6.5% |
| YTD | +3.2% | -55.3% | +58.4% | +7.8% |
| 1Y | +7.0% | -47.5% | +54.6% | +10.4% |
| 3Y | +38.3% | -10.4% | +48.7% | +32.0% |
| 5Y | +0.2% | -92.6% | +92.8% | -4.2% |
| All | +52.6% | -24.8% | +77.4% | +49.5% |
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