+551.3%
PLTR vs UPST
-21.5%
+572.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | +1.8% |
| 7D | -3.8% | -4.5% | +0.7% | -2.8% |
| 30D | -19.2% | -15.3% | -3.9% | -16.2% |
| 3M | -3.7% | -32.4% | +28.8% | +5.3% |
| 6M | +22.5% | -29.5% | +52.0% | +32.1% |
| YTD | -5.0% | -53.3% | +48.3% | +11.5% |
| 1Y | -12.8% | -47.4% | +34.6% | -0.7% |
| 3Y | +758.3% | -2.2% | +760.5% | +651.3% |
| 5Y | +649.6% | -92.0% | +741.7% | +684.4% |
| All | +551.3% | -21.5% | +572.8% | +583.7% |
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