+59.3%
PEG vs UPST
-14.4%
+73.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +3.3% |
| 7D | +0.9% | +4.4% | -3.5% | +0.8% |
| 30D | +3.8% | -7.7% | +11.5% | +3.9% |
| 3M | +0.1% | -28.4% | +28.5% | +0.7% |
| 6M | -1.0% | -23.2% | +22.2% | -0.6% |
| YTD | -4.1% | -49.1% | +45.0% | -3.0% |
| 1Y | -6.9% | -42.4% | +35.5% | -6.1% |
| 3Y | +35.6% | +5.4% | +30.3% | +33.9% |
| 5Y | +42.8% | -92.9% | +135.7% | +38.2% |
| All | +59.3% | -14.4% | +73.7% | +67.4% |
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 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