+58.1%
PPL vs UPST
-28.6%
+86.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +0.9% |
| 7D | +1.0% | -10.9% | +11.9% | +1.2% |
| 30D | +6.8% | -7.2% | +14.0% | +6.9% |
| 3M | +3.9% | -26.7% | +30.5% | +4.4% |
| 6M | -2.0% | -29.0% | +26.9% | -1.6% |
| YTD | +5.3% | -49.4% | +54.6% | +6.3% |
| 1Y | +2.2% | -47.0% | +49.2% | +3.0% |
| All | +58.1% | -28.6% | +86.7% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling