+773.7%
PWR vs UPST
-14.4%
+788.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.7% | +9.2% |
| 7D | -4.8% | +4.4% | -9.2% | -5.2% |
| 30D | -16.2% | -7.7% | -8.5% | -15.8% |
| 3M | -11.9% | -28.4% | +16.5% | -9.9% |
| 6M | -20.6% | -23.2% | +2.6% | -19.4% |
| YTD | +40.3% | -49.1% | +89.4% | +45.9% |
| 1Y | +33.0% | -42.4% | +75.4% | +36.9% |
| 3Y | +250.0% | +5.4% | +244.6% | +233.7% |
| 5Y | +404.2% | -92.9% | +497.1% | +394.6% |
| All | +773.7% | -14.4% | +788.1% | +727.2% |
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