-4.8%
UPST vs PSKY
-64.9%
+60.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | -3.5% | -0.2% | -3.4% | -3.4% |
| 30D | -7.1% | +24.0% | -31.1% | -15.5% |
| 3M | -13.1% | +2.2% | -15.3% | -14.0% |
| 6M | -1.1% | -9.0% | +7.9% | +1.9% |
| YTD | -35.9% | -18.1% | -17.7% | -32.2% |
| 1Y | -57.4% | -25.1% | -32.3% | -54.7% |
| 3Y | -14.9% | -16.3% | +1.5% | -23.0% |
| 5Y | -88.7% | -70.4% | -18.3% | -84.1% |
| All | -4.8% | -64.9% | +60.1% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling