+384.9%
PSX vs UPST
-26.3%
+411.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.5% | +1.9% |
| 7D | +6.4% | -13.5% | +19.9% | +6.9% |
| 30D | -10.2% | -19.6% | +9.5% | -9.6% |
| 3M | +17.2% | -34.2% | +51.4% | +18.6% |
| 6M | +51.8% | -31.2% | +83.0% | +53.0% |
| YTD | +108.0% | -56.2% | +164.2% | +112.7% |
| 1Y | +96.1% | -51.7% | +147.8% | +99.6% |
| 3Y | +155.9% | -8.2% | +164.1% | +151.6% |
| 5Y | +306.9% | -92.8% | +399.7% | +301.2% |
| All | +384.9% | -26.3% | +411.3% | +377.9% |
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