+32.4%
PWR vs UPST
-48.7%
+81.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +9.4% | -21.1% | -12.6% |
| 7D | -4.4% | -3.1% | -1.2% | -3.9% |
| 30D | -15.1% | -4.0% | -11.1% | -14.6% |
| 3M | -16.2% | -22.9% | +6.6% | -13.6% |
| 6M | -23.3% | -27.1% | +3.8% | -20.8% |
| YTD | +37.6% | -46.5% | +84.1% | +44.4% |
| 1Y | +32.4% | -49.4% | +81.8% | +39.9% |
| All | +32.4% | -48.7% | +81.1% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling