+798.0%
PWR vs UPST
-20.9%
+818.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.5% | +4.2% |
| 7D | +4.7% | -12.1% | +16.8% | +5.8% |
| 30D | -12.5% | -13.4% | +0.9% | -11.7% |
| 3M | -9.3% | -31.2% | +21.9% | -7.0% |
| 6M | -22.2% | -28.3% | +6.2% | -20.6% |
| YTD | +44.2% | -53.0% | +97.1% | +50.8% |
| 1Y | +35.5% | -47.2% | +82.7% | +40.4% |
| 3Y | +250.4% | -1.5% | +251.9% | +235.9% |
| 5Y | +425.6% | -91.6% | +517.3% | +416.5% |
| All | +798.0% | -20.9% | +818.9% | +755.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling