+370.5%
PSX vs UPST
+7.9%
+362.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +4.5% | -3.5% | +8.1% | +4.7% |
| 30D | +26.6% | -7.1% | +33.7% | +26.9% |
| 3M | +39.3% | -13.1% | +52.3% | +39.7% |
| 6M | +56.8% | -1.1% | +57.9% | +56.1% |
| YTD | +101.8% | -35.9% | +137.7% | +104.0% |
| 1Y | +99.6% | -57.4% | +157.0% | +104.4% |
| 3Y | +140.3% | -14.9% | +155.2% | +135.8% |
| 5Y | +339.3% | -88.7% | +428.0% | +328.5% |
| All | +370.5% | +7.9% | +362.6% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling