-74.0%
PYPL vs UPST
-15.8%
-58.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +3.9% | -4.9% | +8.8% | +4.5% |
| 30D | +7.8% | -8.9% | +16.7% | +8.9% |
| 3M | -0.7% | -26.3% | +25.7% | +3.1% |
| 6M | +28.8% | -23.7% | +52.5% | +32.4% |
| YTD | +2.4% | -49.9% | +52.3% | +10.3% |
| 1Y | -9.6% | -42.0% | +32.4% | -4.8% |
| 3Y | +9.7% | -25.3% | +35.0% | +2.1% |
| 5Y | -73.5% | -93.4% | +19.9% | -74.4% |
| All | -74.0% | -15.8% | -58.2% | -76.4% |
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 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