-12.1%
UPST vs PSKY
-67.0%
+54.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.3% | -1.7% |
| 7D | -8.1% | -6.8% | -1.3% | -5.2% |
| 30D | -14.3% | +10.2% | -24.5% | -17.8% |
| 3M | -16.6% | +0.3% | -16.9% | -17.0% |
| 6M | -7.3% | -7.8% | +0.5% | -4.7% |
| YTD | -40.8% | -23.0% | -17.8% | -35.8% |
| 1Y | -62.4% | -31.6% | -30.8% | -58.3% |
| 3Y | -15.3% | -21.3% | +6.0% | -21.1% |
| 5Y | -91.1% | -71.5% | -19.6% | -87.2% |
| All | -12.1% | -67.0% | +54.8% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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