+1,175.6%
PBF vs UPST
+3.8%
+1,171.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +3.5% |
| 7D | +2.4% | -1.5% | +3.9% | +2.4% |
| 30D | +24.9% | -13.2% | +38.1% | +25.7% |
| 3M | +81.9% | -13.0% | +94.8% | +82.7% |
| 6M | +79.4% | -2.9% | +82.2% | +78.2% |
| YTD | +188.3% | -38.3% | +226.6% | +193.1% |
| 1Y | +177.3% | -60.5% | +237.7% | +188.0% |
| 3Y | +56.0% | -11.7% | +67.7% | +51.9% |
| 5Y | +804.0% | -90.2% | +894.2% | +781.9% |
| All | +1,175.6% | +3.8% | +1,171.8% | +1,127.8% |
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