-92.5%
UPST vs PSKY
-78.3%
-14.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.8% | 0.0% | -2.4% |
| 7D | -2.2% | -24.6% | +22.3% | +10.7% |
| 30D | -9.7% | -36.1% | +26.4% | +11.1% |
| 3M | -39.0% | -53.4% | +14.4% | -15.1% |
| 6M | -39.0% | -53.4% | +14.4% | -15.1% |
| YTD | -39.0% | -53.4% | +14.4% | -15.1% |
| 1Y | -50.7% | -58.4% | +7.7% | -27.3% |
| 3Y | -18.7% | -40.7% | +22.0% | -15.6% |
| All | -92.5% | -78.3% | -14.1% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling