+42.7%
PNR vs UPST
-24.8%
+67.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +0.3% | -10.6% | +10.9% | +1.2% |
| 30D | +31.7% | -14.0% | +45.7% | +33.3% |
| 3M | +2.6% | -36.8% | +39.5% | +6.5% |
| 6M | -6.4% | -27.5% | +21.2% | -4.3% |
| YTD | -33.4% | -55.3% | +21.8% | -29.6% |
| 1Y | -35.1% | -47.5% | +12.5% | -32.4% |
| 3Y | +17.1% | -10.4% | +27.5% | +11.4% |
| 5Y | -3.5% | -92.6% | +89.0% | -7.4% |
| All | +42.7% | -24.8% | +67.4% | +33.1% |
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 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