-12.8%
PYPL vs UPST
-13.8%
+1.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.8% |
| 7D | +2.7% | -3.5% | +6.2% | +3.3% |
| 30D | -4.9% | -7.1% | +2.2% | -3.9% |
| 3M | +28.9% | -13.1% | +42.0% | +31.1% |
| 6M | +18.2% | -1.1% | +19.3% | +17.3% |
| YTD | -5.0% | -35.9% | +30.8% | -0.1% |
| 1Y | -18.8% | -57.4% | +38.6% | -10.1% |
| All | -12.8% | -13.8% | +1.0% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling