+106.9%
PRU vs UPST
+7.9%
+99.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | +1.9% | -3.5% | +5.4% | +2.1% |
| 30D | +2.7% | -7.1% | +9.8% | +3.1% |
| 3M | +19.5% | -13.1% | +32.5% | +20.2% |
| 6M | +26.6% | -1.1% | +27.7% | +26.1% |
| YTD | +12.3% | -35.9% | +48.2% | +14.4% |
| 1Y | +18.0% | -57.4% | +75.5% | +22.5% |
| 3Y | +47.0% | -14.9% | +61.9% | +41.7% |
| 5Y | +48.4% | -88.7% | +137.1% | +41.9% |
| All | +106.9% | +7.9% | +99.1% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling