-73.6%
PYPL vs UPST
-14.4%
-59.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.1% |
| 7D | +2.2% | +4.4% | -2.3% | +1.5% |
| 30D | +8.1% | -7.7% | +15.8% | +9.1% |
| 3M | +1.9% | -28.4% | +30.3% | +6.2% |
| 6M | +33.1% | -23.2% | +56.3% | +36.7% |
| YTD | +3.8% | -49.1% | +52.9% | +11.5% |
| 1Y | -8.3% | -42.4% | +34.1% | -3.3% |
| 3Y | +11.9% | +5.4% | +6.5% | +0.4% |
| 5Y | -70.4% | -92.9% | +22.5% | -71.6% |
| All | -73.6% | -14.4% | -59.2% | -76.1% |
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 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