+552.9%
PLTR vs UPST
-88.8%
+641.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -4.0% |
| 7D | -6.4% | -3.5% | -2.9% | -5.4% |
| 30D | +10.0% | -7.1% | +17.2% | +12.5% |
| 3M | +23.0% | -13.1% | +36.1% | +27.8% |
| 6M | +13.8% | -1.1% | +14.9% | +12.9% |
| YTD | -1.9% | -35.9% | +33.9% | +9.6% |
| 1Y | +11.6% | -57.4% | +69.1% | +39.2% |
| 3Y | +1,048.4% | -14.9% | +1,063.3% | +850.5% |
| All | +552.9% | -88.8% | +641.7% | +570.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling