+40.9%
PRU vs UPST
-93.2%
+134.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +2.0% | -2.9% |
| 7D | +4.8% | -10.9% | +15.7% | +5.7% |
| 30D | +7.9% | -7.2% | +15.1% | +8.4% |
| 3M | +3.1% | -26.7% | +29.8% | +5.4% |
| 6M | +25.2% | -29.0% | +54.2% | +27.8% |
| YTD | +12.7% | -49.4% | +62.1% | +17.4% |
| 1Y | +23.5% | -47.0% | +70.4% | +27.9% |
| 3Y | +50.6% | -27.0% | +77.6% | +44.4% |
| 5Y | +40.9% | -93.3% | +134.2% | +40.2% |
| All | +40.9% | -93.2% | +134.1% | +40.2% |
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