+552.8%
PLTR vs UPST
-14.4%
+567.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.1% |
| 7D | -5.1% | +4.4% | -9.5% | -6.2% |
| 30D | -19.1% | -7.7% | -11.4% | -17.7% |
| 3M | -1.6% | -28.4% | +26.8% | +6.1% |
| 6M | +22.8% | -23.2% | +46.0% | +29.8% |
| YTD | -4.8% | -49.1% | +44.3% | +9.5% |
| 1Y | -4.9% | -42.4% | +37.5% | +6.0% |
| 3Y | +826.1% | +5.4% | +820.8% | +696.6% |
| 5Y | +597.7% | -92.9% | +690.6% | +626.3% |
| All | +552.8% | -14.4% | +567.2% | +571.7% |
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