+69.5%
PR vs UPST
-56.5%
+126.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.7% |
| 7D | +2.9% | -3.5% | +6.4% | +2.7% |
| 30D | +18.0% | -7.1% | +25.2% | +17.6% |
| 3M | +16.9% | -13.1% | +29.9% | +16.3% |
| 6M | +28.2% | -1.1% | +29.3% | +28.1% |
| YTD | +69.3% | -35.9% | +105.2% | +68.8% |
| 1Y | +69.5% | -57.4% | +126.9% | +62.3% |
| All | +69.5% | -56.5% | +126.0% | +62.3% |
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 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