+572.6%
PLTR vs UPST
+7.9%
+564.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -4.1% |
| 7D | -6.4% | -3.5% | -2.9% | -5.6% |
| 30D | +10.0% | -7.1% | +17.2% | +12.0% |
| 3M | +23.0% | -13.1% | +36.1% | +26.9% |
| 6M | +13.8% | -1.1% | +14.9% | +13.3% |
| YTD | -1.9% | -35.9% | +33.9% | +7.1% |
| 1Y | +11.6% | -57.4% | +69.1% | +32.9% |
| 3Y | +1,048.4% | -14.9% | +1,063.3% | +925.6% |
| 5Y | +554.4% | -88.7% | +643.0% | +536.7% |
| All | +572.6% | +7.9% | +564.7% | +557.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling