+518.8%
PLTR vs UPST
-15.8%
+534.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | -12.9% | -4.9% | -8.0% | -11.9% |
| 30D | -17.4% | -8.9% | -8.5% | -15.7% |
| 3M | +2.9% | -26.3% | +29.2% | +10.2% |
| 6M | +19.9% | -23.7% | +43.6% | +27.0% |
| YTD | -9.8% | -49.9% | +40.2% | +4.2% |
| 1Y | -8.4% | -42.0% | +33.6% | +2.0% |
| 3Y | +765.0% | -25.3% | +790.3% | +695.2% |
| 5Y | +516.8% | -93.4% | +610.2% | +547.3% |
| All | +518.8% | -15.8% | +534.6% | +539.1% |
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