+223.9%
PR vs UPST
-93.2%
+317.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | -4.4% |
| 7D | -16.5% | -10.9% | -5.7% | -15.8% |
| 30D | -4.5% | -7.2% | +2.7% | -4.1% |
| 3M | +8.5% | -26.7% | +35.2% | +10.9% |
| 6M | -3.3% | -29.0% | +25.6% | -1.5% |
| YTD | +55.7% | -49.4% | +105.1% | +62.1% |
| 1Y | +82.0% | -47.0% | +129.0% | +88.1% |
| 3Y | +62.5% | -27.0% | +89.4% | +52.7% |
| 5Y | +223.9% | -93.3% | +317.2% | +302.5% |
| All | +223.9% | -93.2% | +317.1% | +302.5% |
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