+91.1%
PSA vs UPST
-14.4%
+105.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +1.5% | +4.4% | -2.9% | +1.3% |
| 30D | +16.7% | -7.7% | +24.3% | +16.9% |
| 3M | +4.0% | -28.4% | +32.5% | +5.1% |
| 6M | +10.9% | -23.2% | +34.0% | +11.5% |
| YTD | +34.2% | -49.1% | +83.3% | +36.5% |
| 1Y | +26.6% | -42.4% | +69.0% | +28.1% |
| 3Y | +54.7% | +5.4% | +49.4% | +50.6% |
| 5Y | +30.0% | -92.9% | +122.9% | +23.8% |
| All | +91.1% | -14.4% | +105.5% | +87.2% |
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 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