+132.2%
PSX vs UPST
-29.4%
+161.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -13.1% | -4.9% | -8.2% | -12.9% |
| 30D | -9.5% | -8.9% | -0.7% | -9.2% |
| 3M | +20.2% | -26.3% | +46.5% | +22.0% |
| 6M | +44.9% | -23.7% | +68.6% | +46.0% |
| YTD | +94.4% | -49.9% | +144.4% | +100.9% |
| 1Y | +83.1% | -42.0% | +125.0% | +86.7% |
| 3Y | +132.2% | -25.3% | +157.4% | +127.8% |
| All | +132.2% | -29.4% | +161.5% | +127.8% |
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