+0.8%
PNR vs UPST
-93.3%
+94.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.9% |
| 7D | -0.5% | +4.4% | -4.9% | -1.0% |
| 30D | +34.4% | -7.7% | +42.1% | +35.5% |
| 3M | +2.4% | -28.4% | +30.8% | +6.1% |
| 6M | -7.8% | -23.2% | +15.4% | -5.6% |
| YTD | -31.6% | -49.1% | +17.5% | -27.4% |
| 1Y | -33.6% | -42.4% | +8.7% | -30.7% |
| 3Y | +19.9% | +5.4% | +14.6% | +8.1% |
| 5Y | +0.8% | -92.9% | +93.7% | -0.3% |
| All | +0.8% | -93.3% | +94.1% | -0.3% |
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