+87.0%
PR vs UPST
-48.7%
+135.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +9.4% | -15.9% | -5.6% |
| 7D | -12.1% | -3.1% | -9.0% | -12.2% |
| 30D | +0.9% | -4.0% | +4.9% | +0.9% |
| 3M | +10.1% | -22.9% | +33.0% | +8.2% |
| 6M | +1.1% | -27.1% | +28.2% | -0.5% |
| YTD | +63.7% | -46.5% | +110.2% | +60.3% |
| 1Y | +87.0% | -49.4% | +136.5% | +83.4% |
| All | +87.0% | -48.7% | +135.7% | +83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling