-12.1%
UPST vs PTEN
+164.8%
-176.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.2% | -4.6% |
| 7D | -8.1% | -1.7% | -6.4% | -7.8% |
| 30D | -14.3% | +18.6% | -32.9% | -18.6% |
| 3M | -16.6% | +12.5% | -29.1% | -21.0% |
| 6M | -7.3% | +41.9% | -49.1% | -20.2% |
| YTD | -40.8% | +117.8% | -158.6% | -55.9% |
| 1Y | -62.4% | +145.3% | -207.8% | -73.2% |
| 3Y | -15.3% | -2.8% | -12.5% | -24.3% |
| 5Y | -91.1% | +93.4% | -184.5% | -92.5% |
| All | -12.1% | +164.8% | -176.9% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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