+822.1%
PWR vs UPST
+7.9%
+814.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +3.6% | -3.5% | +7.1% | +3.9% |
| 30D | -8.6% | -7.1% | -1.5% | -8.2% |
| 3M | -13.2% | -13.1% | -0.1% | -12.4% |
| 6M | +9.9% | -1.1% | +11.0% | +9.3% |
| YTD | +48.0% | -35.9% | +83.9% | +51.5% |
| 1Y | +66.2% | -57.4% | +123.6% | +74.6% |
| 3Y | +195.1% | -14.9% | +210.0% | +182.9% |
| 5Y | +442.6% | -88.7% | +531.2% | +422.4% |
| All | +822.1% | +7.9% | +814.3% | +759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling