+1,135.2%
PBF vs UPST
+7.9%
+1,127.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.4% |
| 3M | +74.5% | -13.1% | +87.6% | +75.3% |
| 6M | +67.7% | -1.1% | +68.8% | +66.5% |
| YTD | +179.2% | -35.9% | +215.0% | +183.3% |
| 1Y | +170.0% | -57.4% | +227.4% | +179.4% |
| 3Y | +66.4% | -14.9% | +81.3% | +62.1% |
| 5Y | +764.5% | -88.7% | +853.2% | +741.6% |
| All | +1,135.2% | +7.9% | +1,127.3% | +1,086.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling