+25.1%
PNR vs UPST
+7.9%
+17.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | -2.4% | -3.5% | +1.2% | -2.1% |
| 30D | -12.8% | -7.1% | -5.6% | -12.3% |
| 3M | -17.0% | -13.1% | -3.9% | -16.2% |
| 6M | -37.4% | -1.1% | -36.3% | -37.8% |
| YTD | -41.6% | -35.9% | -5.8% | -40.0% |
| 1Y | -44.6% | -57.4% | +12.8% | -41.4% |
| 3Y | -12.1% | -14.9% | +2.7% | -16.8% |
| 5Y | -17.4% | -88.7% | +71.3% | -22.9% |
| All | +25.1% | +7.9% | +17.3% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling