+411.1%
PWR vs UPST
-92.5%
+503.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | +11.3% | -10.6% | +21.9% | +12.5% |
| 30D | -8.9% | -14.0% | +5.1% | -7.7% |
| 3M | -10.5% | -36.8% | +26.3% | -6.7% |
| 6M | -22.2% | -27.5% | +5.4% | -20.2% |
| YTD | +42.7% | -55.3% | +98.0% | +52.1% |
| 1Y | +41.1% | -47.5% | +88.7% | +47.8% |
| 3Y | +242.7% | -10.4% | +253.2% | +223.3% |
| All | +411.1% | -92.5% | +503.6% | +456.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling