+1,385.6%
PR vs UPST
-15.8%
+1,401.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.0% |
| 7D | -16.4% | -4.9% | -11.5% | -16.1% |
| 30D | -1.9% | -8.9% | +7.0% | -1.4% |
| 3M | +8.0% | -26.3% | +34.3% | +10.0% |
| 6M | +4.1% | -23.7% | +27.8% | +5.2% |
| YTD | +58.7% | -49.9% | +108.6% | +64.6% |
| 1Y | +75.8% | -42.0% | +117.8% | +79.7% |
| 3Y | +73.2% | -25.3% | +98.4% | +64.6% |
| 5Y | +230.1% | -93.4% | +323.5% | +229.1% |
| All | +1,385.6% | -15.8% | +1,401.4% | +1,055.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling