+756.5%
PLTR vs UPST
-0.8%
+757.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | +2.1% |
| 7D | -3.8% | -4.5% | +0.7% | -2.7% |
| 30D | -19.2% | -15.3% | -3.9% | -15.6% |
| 3M | -3.7% | -32.4% | +28.8% | +7.0% |
| 6M | +22.5% | -29.5% | +52.0% | +33.9% |
| YTD | -5.0% | -53.3% | +48.3% | +14.1% |
| 1Y | -12.8% | -47.4% | +34.6% | +1.2% |
| All | +756.5% | -0.8% | +757.3% | +719.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling