+68.0%
PWR vs UPST
-62.0%
+130.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -1.4% |
| 7D | +2.7% | -8.1% | +10.7% | +3.6% |
| 30D | -5.1% | -14.3% | +9.2% | -3.6% |
| 3M | -9.4% | -16.6% | +7.3% | -7.8% |
| 6M | +10.4% | -7.3% | +17.7% | +10.1% |
| YTD | +48.6% | -40.8% | +89.4% | +53.4% |
| 1Y | +68.0% | -62.4% | +130.5% | +66.1% |
| All | +68.0% | -62.0% | +130.1% | +66.1% |
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