+306.9%
PSX vs UPST
-92.2%
+399.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.5% | +1.9% |
| 7D | +6.4% | -13.5% | +19.9% | +7.1% |
| 30D | -10.2% | -19.6% | +9.5% | -9.4% |
| 3M | +17.2% | -34.2% | +51.4% | +19.1% |
| 6M | +51.8% | -31.2% | +83.0% | +53.5% |
| YTD | +108.0% | -56.2% | +164.2% | +114.4% |
| 1Y | +96.1% | -51.7% | +147.8% | +100.9% |
| 3Y | +155.9% | -8.2% | +164.1% | +148.7% |
| 5Y | +306.9% | -92.8% | +399.7% | +319.2% |
| All | +306.9% | -92.2% | +399.1% | +319.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling