+117.4%
PM vs UPST
-88.8%
+206.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -4.9% | -3.5% | -1.3% | -4.8% |
| 30D | -3.4% | -7.1% | +3.7% | -3.3% |
| 3M | +5.2% | -13.1% | +18.3% | +5.3% |
| 6M | +3.7% | -1.1% | +4.8% | +3.6% |
| YTD | +15.8% | -35.9% | +51.6% | +16.3% |
| 1Y | +17.4% | -57.4% | +74.8% | +18.6% |
| 3Y | +116.9% | -14.9% | +131.8% | +111.8% |
| All | +117.4% | -88.8% | +206.2% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling