-10.0%
PLTR vs UPST
-48.7%
+38.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.4% | -11.5% | -5.6% |
| 7D | -12.8% | -3.1% | -9.6% | -11.9% |
| 30D | -9.3% | -4.0% | -5.4% | -8.3% |
| 3M | +5.6% | -22.9% | +28.4% | +16.0% |
| 6M | +17.6% | -27.1% | +44.7% | +30.9% |
| YTD | -3.4% | -46.5% | +43.1% | +15.0% |
| 1Y | -10.0% | -49.4% | +39.5% | +8.8% |
| All | -10.0% | -48.7% | +38.7% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling