+154.3%
PSX vs UPST
-6.9%
+161.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.5% | +2.0% |
| 7D | +6.4% | -13.5% | +19.9% | +7.2% |
| 30D | -10.2% | -19.6% | +9.5% | -9.3% |
| 3M | +17.2% | -34.2% | +51.4% | +19.6% |
| 6M | +51.8% | -31.2% | +83.0% | +53.7% |
| YTD | +108.0% | -56.2% | +164.2% | +116.4% |
| 1Y | +96.1% | -51.7% | +147.8% | +102.1% |
| All | +154.3% | -6.9% | +161.2% | +152.5% |
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