+1.5%
PLD vs UPST
-93.2%
+94.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.7% |
| 7D | +0.4% | -10.9% | +11.3% | +1.4% |
| 30D | -0.1% | -7.2% | +7.1% | +0.4% |
| 3M | -7.9% | -26.7% | +18.7% | -5.6% |
| 6M | -7.0% | -29.0% | +22.0% | -4.8% |
| YTD | +3.1% | -49.4% | +52.4% | +7.9% |
| 1Y | +7.1% | -47.0% | +54.0% | +11.3% |
| 3Y | +32.9% | -27.0% | +59.9% | +25.0% |
| 5Y | +1.5% | -93.3% | +94.9% | -5.8% |
| All | +1.5% | -93.2% | +94.7% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling