-8.4%
UPST vs PSLV
+146.7%
-155.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -1.5% | +2.7% | -4.2% | -2.3% |
| 30D | -13.2% | +3.5% | -16.7% | -14.3% |
| 3M | -13.0% | +0.3% | -13.2% | -13.4% |
| 6M | -2.9% | -21.0% | +18.1% | +3.2% |
| YTD | -38.3% | -8.9% | -29.4% | -42.4% |
| 1Y | -60.5% | +54.0% | -114.4% | -72.6% |
| 3Y | -11.7% | +175.4% | -187.2% | -57.0% |
| 5Y | -90.2% | +157.7% | -247.8% | -95.1% |
| All | -8.4% | +146.7% | -155.2% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling