+48.5%
PRU vs UPST
-88.8%
+137.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.8% |
| 7D | +1.9% | -3.5% | +5.4% | +2.1% |
| 30D | +2.7% | -7.1% | +9.8% | +3.2% |
| 3M | +19.5% | -13.1% | +32.5% | +20.4% |
| 6M | +26.6% | -1.1% | +27.7% | +25.9% |
| YTD | +12.3% | -35.9% | +48.2% | +15.0% |
| 1Y | +18.0% | -57.4% | +75.5% | +24.0% |
| 3Y | +47.0% | -14.9% | +61.9% | +39.1% |
| All | +48.5% | -88.8% | +137.3% | +42.2% |
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 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