+79.3%
PR vs UPST
-13.8%
+93.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | +2.9% | -3.5% | +6.4% | +3.2% |
| 30D | +18.0% | -7.1% | +25.2% | +18.6% |
| 3M | +16.9% | -13.1% | +29.9% | +17.7% |
| 6M | +28.2% | -1.1% | +29.3% | +26.4% |
| YTD | +69.3% | -35.9% | +105.2% | +74.0% |
| 1Y | +69.5% | -57.4% | +126.9% | +81.5% |
| All | +79.3% | -13.8% | +93.1% | +71.9% |
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