+89.8%
PSA vs UPST
-21.5%
+111.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.4% |
| 7D | +0.8% | -4.5% | +5.3% | +0.9% |
| 30D | +15.9% | -15.3% | +31.2% | +16.5% |
| 3M | +4.2% | -32.4% | +36.6% | +5.4% |
| 6M | +10.1% | -29.5% | +39.6% | +11.1% |
| YTD | +33.3% | -53.3% | +86.7% | +35.9% |
| 1Y | +28.2% | -47.4% | +75.6% | +30.1% |
| 3Y | +54.9% | -2.2% | +57.1% | +51.1% |
| 5Y | +28.3% | -92.0% | +120.4% | +22.6% |
| All | +89.8% | -21.5% | +111.3% | +86.5% |
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