-76.6%
PYPL vs UPST
+3.8%
-80.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.7% |
| 7D | +1.7% | -1.5% | +3.2% | +2.0% |
| 30D | -9.7% | -13.2% | +3.5% | -8.1% |
| 3M | +29.2% | -13.0% | +42.2% | +31.2% |
| 6M | +13.9% | -2.9% | +16.8% | +13.4% |
| YTD | -8.1% | -38.3% | +30.2% | -3.4% |
| 1Y | -21.4% | -60.5% | +39.1% | -13.1% |
| 3Y | -11.8% | -11.7% | -0.1% | -19.6% |
| 5Y | -81.1% | -90.2% | +9.0% | -82.3% |
| All | -76.6% | +3.8% | -80.4% | -79.3% |
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