+102.2%
PRU vs UPST
-15.8%
+118.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | +2.4% | -4.9% | +7.3% | +2.7% |
| 30D | +6.1% | -8.9% | +15.0% | +6.6% |
| 3M | -0.7% | -26.3% | +25.6% | +0.9% |
| 6M | +22.1% | -23.7% | +45.8% | +23.5% |
| YTD | +9.8% | -49.9% | +59.7% | +13.3% |
| 1Y | +19.4% | -42.0% | +61.3% | +22.0% |
| 3Y | +50.4% | -25.3% | +75.7% | +46.3% |
| 5Y | +37.2% | -93.4% | +130.6% | +33.2% |
| All | +102.2% | -15.8% | +118.0% | +99.5% |
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 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