+718.6%
PBF vs UPST
-88.8%
+807.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +4.3% | -3.5% | +7.8% | +4.5% |
| 30D | +22.0% | -7.1% | +29.1% | +22.5% |
| 3M | +74.5% | -13.1% | +87.6% | +75.6% |
| 6M | +67.7% | -1.1% | +68.8% | +66.1% |
| YTD | +179.2% | -35.9% | +215.0% | +184.7% |
| 1Y | +170.0% | -57.4% | +227.4% | +182.7% |
| 3Y | +66.4% | -14.9% | +81.3% | +59.8% |
| All | +718.6% | -88.8% | +807.4% | +868.7% |
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