+366.7%
PSX vs UPST
-14.4%
+381.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +2.9% |
| 7D | -8.0% | +4.4% | -12.4% | -8.2% |
| 30D | -9.0% | -7.7% | -1.4% | -8.9% |
| 3M | +24.7% | -28.4% | +53.2% | +26.0% |
| 6M | +49.3% | -23.2% | +72.5% | +50.1% |
| YTD | +100.2% | -49.1% | +149.3% | +103.7% |
| 1Y | +88.8% | -42.4% | +131.2% | +91.1% |
| 3Y | +152.5% | +5.4% | +147.1% | +147.2% |
| 5Y | +283.2% | -92.9% | +376.1% | +276.2% |
| All | +366.7% | -14.4% | +381.1% | +357.7% |
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