-19.4%
PCG vs UPST
-49.8%
+30.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | 0.0% | +2.2% |
| 7D | +2.2% | -10.6% | +12.8% | +2.1% |
| 30D | +0.8% | -14.0% | +14.7% | +0.6% |
| 3M | -23.8% | -36.8% | +13.0% | -24.2% |
| 6M | -19.6% | -27.5% | +7.9% | -20.0% |
| YTD | -16.7% | -55.3% | +38.5% | -17.4% |
| 1Y | -19.4% | -47.5% | +28.2% | -22.2% |
| All | -19.4% | -49.8% | +30.5% | -22.2% |
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