-13.2%
UPST vs PSLV
+140.0%
-153.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.8% | -3.5% | -5.3% | -7.8% |
| 30D | -12.1% | -2.1% | -9.9% | -11.5% |
| 3M | -19.5% | -1.6% | -17.9% | -19.4% |
| 6M | -6.8% | -25.5% | +18.7% | +0.9% |
| YTD | -41.5% | -11.4% | -30.1% | -44.9% |
| 1Y | -58.9% | +48.6% | -107.4% | -71.1% |
| 3Y | -15.2% | +166.9% | -182.0% | -58.2% |
| 5Y | -90.5% | +152.4% | -242.9% | -95.3% |
| All | -13.2% | +140.0% | -153.1% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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