+415.4%
PBF vs UPST
-92.2%
+507.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.9% | +9.1% | +2.6% |
| 7D | +4.3% | -13.5% | +17.8% | +5.2% |
| 30D | -21.8% | -19.6% | -2.2% | -20.9% |
| 3M | +1.7% | -34.2% | +35.9% | +4.0% |
| 6M | +69.8% | -31.2% | +101.0% | +72.4% |
| YTD | +167.7% | -56.2% | +223.9% | +178.1% |
| 1Y | +89.0% | -51.7% | +140.6% | +94.7% |
| 3Y | +78.8% | -8.2% | +87.0% | +74.0% |
| 5Y | +415.4% | -92.8% | +508.2% | +453.1% |
| All | +415.4% | -92.2% | +507.6% | +453.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling