+17.9%
PNR vs UPST
-3.5%
+21.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -5.5% | -12.0% | +6.5% | -4.4% |
| 30D | -15.6% | -16.0% | +0.5% | -14.3% |
| 3M | -20.2% | -17.2% | -3.0% | -19.0% |
| 6M | -36.6% | -10.9% | -25.7% | -36.4% |
| YTD | -45.0% | -42.6% | -2.4% | -42.9% |
| 1Y | -47.4% | -59.8% | +12.3% | -44.1% |
| 3Y | -13.7% | -17.9% | +4.2% | -18.0% |
| 5Y | -20.8% | -90.7% | +69.9% | -25.3% |
| All | +17.9% | -3.5% | +21.4% | +7.9% |
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