+33.3%
PLD vs UPST
-29.4%
+62.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.8% | -4.9% | +4.1% | -0.4% |
| 30D | -0.3% | -8.9% | +8.6% | +0.4% |
| 3M | -8.0% | -26.3% | +18.3% | -5.7% |
| 6M | -9.8% | -23.7% | +13.9% | -8.3% |
| YTD | +1.8% | -49.9% | +51.7% | +6.9% |
| 1Y | +5.6% | -42.0% | +47.6% | +8.9% |
| 3Y | +33.3% | -25.3% | +58.6% | +25.4% |
| All | +33.3% | -29.4% | +62.6% | +25.4% |
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