+1,017.7%
PBF vs UPST
-15.8%
+1,033.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | -13.8% | -4.9% | -8.8% | -13.6% |
| 30D | -19.6% | -8.9% | -10.7% | -19.3% |
| 3M | +10.3% | -26.3% | +36.6% | +11.7% |
| 6M | +63.4% | -23.7% | +87.2% | +64.7% |
| YTD | +152.6% | -49.9% | +202.6% | +159.1% |
| 1Y | +87.4% | -42.0% | +129.3% | +90.3% |
| 3Y | +63.3% | -25.3% | +88.5% | +60.3% |
| 5Y | +412.5% | -93.4% | +505.9% | +404.6% |
| All | +1,017.7% | -15.8% | +1,033.5% | +985.2% |
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