+1,055.6%
PBF vs UPST
-14.4%
+1,070.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.3% |
| 7D | -7.4% | +4.4% | -11.8% | -7.6% |
| 30D | -17.5% | -7.7% | -9.8% | -17.2% |
| 3M | +13.1% | -28.4% | +41.6% | +14.8% |
| 6M | +72.6% | -23.2% | +95.8% | +74.0% |
| YTD | +161.2% | -49.1% | +210.3% | +167.6% |
| 1Y | +93.3% | -42.4% | +135.7% | +96.5% |
| 3Y | +80.7% | +5.4% | +75.3% | +75.5% |
| 5Y | +396.1% | -92.9% | +489.0% | +387.7% |
| All | +1,055.6% | -14.4% | +1,070.0% | +1,021.1% |
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