+162.6%
PM vs UPST
-92.5%
+255.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -1.0% | +1.1% |
| 7D | +0.5% | -10.6% | +11.2% | +0.7% |
| 30D | -3.2% | -14.0% | +10.8% | -3.1% |
| 3M | +6.2% | -36.8% | +43.1% | +6.8% |
| 6M | +7.7% | -27.5% | +35.2% | +7.9% |
| YTD | +27.3% | -55.3% | +82.5% | +28.4% |
| 1Y | +32.8% | -47.5% | +80.3% | +33.5% |
| 3Y | +150.0% | -10.4% | +160.5% | +143.4% |
| All | +162.6% | -92.5% | +255.1% | +148.4% |
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 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