-90.7%
UPST vs PSKY
-71.2%
-19.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.6% | -3.8% |
| 7D | -12.0% | -6.0% | -6.0% | -9.4% |
| 30D | -16.0% | +10.7% | -26.7% | -19.9% |
| 3M | -17.2% | +1.2% | -18.3% | -17.9% |
| 6M | -10.9% | +1.5% | -12.4% | -12.1% |
| YTD | -42.6% | -21.8% | -20.8% | -37.9% |
| 1Y | -59.8% | -30.2% | -29.6% | -55.6% |
| 3Y | -17.9% | -20.1% | +2.2% | -26.2% |
| 5Y | -90.7% | -70.5% | -20.2% | -85.7% |
| All | -90.7% | -71.2% | -19.6% | -85.7% |
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