+87.4%
PBF vs UPST
-47.3%
+134.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.7% |
| 7D | -13.8% | -4.9% | -8.8% | -13.9% |
| 30D | -19.6% | -8.9% | -10.7% | -19.8% |
| 3M | +10.3% | -26.3% | +36.6% | +8.9% |
| 6M | +63.4% | -23.7% | +87.2% | +61.9% |
| YTD | +152.6% | -49.9% | +202.6% | +153.9% |
| 1Y | +87.4% | -42.0% | +129.3% | +75.9% |
| All | +87.4% | -47.3% | +134.7% | +75.9% |
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