+61.6%
PLD vs UPST
+7.9%
+53.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -2.4% | -3.5% | +1.2% | -2.2% |
| 30D | -2.4% | -7.1% | +4.7% | -2.0% |
| 3M | -3.8% | -13.1% | +9.3% | -3.1% |
| 6M | 0.0% | -1.1% | +1.1% | -0.6% |
| YTD | +9.2% | -35.9% | +45.1% | +11.5% |
| 1Y | +25.9% | -57.4% | +83.3% | +31.7% |
| 3Y | +21.3% | -14.9% | +36.2% | +15.4% |
| 5Y | +14.1% | -88.7% | +102.8% | +6.5% |
| All | +61.6% | +7.9% | +53.7% | +54.8% |
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 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