+199.0%
PM vs UPST
-14.4%
+213.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.4% |
| 7D | -7.3% | +4.4% | -11.7% | -7.3% |
| 30D | -4.0% | -7.7% | +3.7% | -3.9% |
| 3M | +2.7% | -28.4% | +31.2% | +3.1% |
| 6M | +14.9% | -23.2% | +38.0% | +15.0% |
| YTD | +23.5% | -49.1% | +72.7% | +24.3% |
| 1Y | +30.4% | -42.4% | +72.7% | +30.8% |
| 3Y | +143.2% | +5.4% | +137.9% | +138.1% |
| 5Y | +159.5% | -92.9% | +252.4% | +155.7% |
| All | +199.0% | -14.4% | +213.4% | +187.3% |
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