+200.7%
PM vs UPST
-21.5%
+222.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +0.7% |
| 7D | -6.6% | -4.5% | -2.1% | -6.6% |
| 30D | -3.4% | -15.3% | +11.9% | -3.3% |
| 3M | +5.3% | -32.4% | +37.8% | +5.7% |
| 6M | +15.5% | -29.5% | +45.1% | +15.8% |
| YTD | +24.3% | -53.3% | +77.6% | +25.1% |
| 1Y | +29.7% | -47.4% | +77.1% | +30.3% |
| 3Y | +144.9% | -2.2% | +147.1% | +140.0% |
| 5Y | +159.0% | -92.0% | +251.1% | +155.2% |
| All | +200.7% | -21.5% | +222.2% | +189.2% |
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