+354.9%
PWR vs UPST
-93.6%
+448.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.4% |
| 7D | -12.9% | -4.9% | -8.0% | -12.5% |
| 30D | -22.8% | -8.9% | -14.0% | -22.3% |
| 3M | -19.0% | -26.3% | +7.3% | -16.9% |
| 6M | -31.1% | -23.7% | -7.4% | -29.7% |
| YTD | +28.2% | -49.9% | +78.2% | +35.1% |
| 1Y | +22.2% | -42.0% | +64.2% | +26.7% |
| 3Y | +222.1% | -25.3% | +247.4% | +206.8% |
| All | +354.9% | -93.6% | +448.4% | +392.4% |
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