+1,058.6%
PBF vs UPST
-20.9%
+1,079.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.8% |
| 7D | -4.0% | -12.1% | +8.1% | -3.4% |
| 30D | -18.0% | -13.4% | -4.6% | -17.5% |
| 3M | +0.9% | -31.2% | +32.1% | +2.6% |
| 6M | +65.7% | -28.3% | +94.1% | +67.6% |
| YTD | +161.9% | -53.0% | +214.9% | +169.4% |
| 1Y | +77.8% | -47.2% | +125.0% | +81.5% |
| 3Y | +74.9% | -1.5% | +76.3% | +70.5% |
| 5Y | +423.4% | -91.6% | +515.0% | +414.0% |
| All | +1,058.6% | -20.9% | +1,079.5% | +1,028.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling