+143.2%
PM vs UPST
+2.1%
+141.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.0% |
| 3M | +2.7% | -28.4% | +31.2% | +2.8% |
| 6M | +14.9% | -23.2% | +38.0% | +14.8% |
| YTD | +23.5% | -49.1% | +72.7% | +23.9% |
| 1Y | +30.4% | -42.4% | +72.7% | +30.5% |
| 3Y | +143.2% | +5.4% | +137.9% | +133.6% |
| All | +143.2% | +2.1% | +141.2% | +133.6% |
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