+53.5%
PSA vs UPST
-29.4%
+82.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +3.9% | -4.9% | +8.8% | +4.1% |
| 30D | +19.7% | -8.9% | +28.5% | +20.1% |
| 3M | +4.3% | -26.3% | +30.6% | +5.7% |
| 6M | +11.4% | -23.7% | +35.1% | +12.5% |
| YTD | +33.9% | -49.9% | +83.9% | +37.6% |
| 1Y | +28.3% | -42.0% | +70.3% | +30.6% |
| 3Y | +53.5% | -25.3% | +78.8% | +45.5% |
| All | +53.5% | -29.4% | +82.9% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling