+68.7%
PSA vs UPST
+3.8%
+64.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | 0.0% |
| 7D | -0.4% | -1.5% | +1.1% | -0.4% |
| 30D | -8.2% | -13.2% | +5.1% | -7.8% |
| 3M | -2.1% | -13.0% | +10.8% | -1.8% |
| 6M | -0.2% | -2.9% | +2.7% | -0.4% |
| YTD | +18.5% | -38.3% | +56.8% | +19.8% |
| 1Y | +6.6% | -60.5% | +67.0% | +9.1% |
| 3Y | +24.5% | -11.7% | +36.2% | +21.3% |
| 5Y | +13.6% | -90.2% | +103.8% | +7.7% |
| All | +68.7% | +3.8% | +64.9% | +64.4% |
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 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