+39.4%
PPL vs UPST
-88.8%
+128.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +2.7% | -3.5% | +6.2% | +2.8% |
| 30D | +0.5% | -7.1% | +7.6% | +0.6% |
| 3M | +0.7% | -13.1% | +13.7% | +0.9% |
| 6M | -7.6% | -1.1% | -6.5% | -7.8% |
| YTD | +1.8% | -35.9% | +37.7% | +2.7% |
| 1Y | -0.8% | -57.4% | +56.7% | +1.1% |
| 3Y | +56.9% | -14.9% | +71.7% | +51.3% |
| All | +39.4% | -88.8% | +128.2% | +32.0% |
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