-10.5%
PCG vs UPST
-13.8%
+3.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.5% |
| 7D | -13.9% | -3.5% | -10.3% | -13.7% |
| 30D | -16.9% | -7.1% | -9.7% | -16.6% |
| 3M | -14.7% | -13.1% | -1.7% | -14.4% |
| 6M | -23.8% | -1.1% | -22.7% | -24.2% |
| YTD | -10.5% | -35.9% | +25.4% | -9.2% |
| 1Y | -5.1% | -57.4% | +52.3% | -2.0% |
| All | -10.5% | -13.8% | +3.3% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling