+20.6%
PRU vs UPST
-49.8%
+70.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | +3.6% | -10.6% | +14.3% | +5.0% |
| 30D | +8.9% | -14.0% | +22.8% | +10.6% |
| 3M | +0.2% | -36.8% | +37.0% | +5.2% |
| 6M | +23.7% | -27.5% | +51.3% | +26.6% |
| YTD | +13.7% | -55.3% | +69.0% | +22.5% |
| 1Y | +20.6% | -47.5% | +68.2% | +25.4% |
| All | +20.6% | -49.8% | +70.5% | +25.4% |
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