+12.1%
PCG vs UPST
-21.5%
+33.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +1.0% |
| 7D | -0.5% | -4.5% | +4.0% | -0.3% |
| 30D | +0.8% | -15.3% | +16.1% | +1.3% |
| 3M | -22.0% | -32.4% | +10.4% | -21.1% |
| 6M | -17.1% | -29.5% | +12.4% | -16.3% |
| YTD | -16.9% | -53.3% | +36.5% | -15.1% |
| 1Y | -19.1% | -47.4% | +28.3% | -17.8% |
| 3Y | -19.4% | -2.2% | -17.2% | -21.8% |
| 5Y | +9.0% | -92.0% | +101.0% | +5.8% |
| All | +12.1% | -21.5% | +33.6% | +11.0% |
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