+111.0%
PBF vs UPST
-48.7%
+159.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +9.4% | -16.1% | -6.0% |
| 7D | -0.9% | -3.1% | +2.2% | -0.9% |
| 30D | -13.7% | -4.0% | -9.7% | -13.6% |
| 3M | +10.6% | -22.9% | +33.5% | +9.4% |
| 6M | +61.2% | -27.1% | +88.3% | +59.6% |
| YTD | +172.7% | -46.5% | +219.3% | +173.5% |
| 1Y | +111.0% | -49.4% | +160.5% | +111.6% |
| All | +111.0% | -48.7% | +159.7% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling