+148.4%
PM vs UPST
-28.6%
+177.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.3% | +0.7% | -4.6% |
| 7D | -3.4% | -10.9% | +7.5% | -3.3% |
| 30D | +5.8% | -7.2% | +13.0% | +5.9% |
| 3M | +6.7% | -26.7% | +33.3% | +6.8% |
| 6M | +19.9% | -29.0% | +48.9% | +20.0% |
| YTD | +27.8% | -49.4% | +77.2% | +28.3% |
| 1Y | +39.4% | -47.0% | +86.4% | +39.7% |
| All | +148.4% | -28.6% | +177.0% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling