+206.4%
PM vs UPST
-15.8%
+222.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | -5.2% | -4.9% | -0.3% | -5.2% |
| 30D | +2.7% | -8.9% | +11.6% | +2.8% |
| 3M | +6.1% | -26.3% | +32.5% | +6.4% |
| 6M | +18.0% | -23.7% | +41.7% | +18.2% |
| YTD | +26.6% | -49.9% | +76.5% | +27.4% |
| 1Y | +36.7% | -42.0% | +78.7% | +37.2% |
| 3Y | +146.0% | -25.3% | +171.3% | +142.0% |
| 5Y | +164.1% | -93.4% | +257.5% | +160.4% |
| All | +206.4% | -15.8% | +222.2% | +194.4% |
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