-18.9%
PNR vs UPST
-90.2%
+71.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -2.2% |
| 7D | -3.0% | -1.5% | -1.5% | -2.9% |
| 30D | -14.9% | -13.2% | -1.7% | -13.6% |
| 3M | -19.0% | -13.0% | -6.1% | -17.9% |
| 6M | -35.9% | -2.9% | -33.0% | -36.3% |
| YTD | -43.1% | -38.3% | -4.8% | -40.8% |
| 1Y | -46.4% | -60.5% | +14.1% | -41.7% |
| 3Y | -10.8% | -11.7% | +0.9% | -18.5% |
| 5Y | -18.9% | -90.2% | +71.3% | -21.8% |
| All | -18.9% | -90.2% | +71.3% | -21.8% |
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