+41.7%
PEG vs UPST
-92.5%
+134.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.4% |
| 7D | +4.5% | -10.6% | +15.1% | +4.9% |
| 30D | +7.5% | -14.0% | +21.5% | +8.0% |
| 3M | +0.8% | -36.8% | +37.7% | +2.4% |
| 6M | 0.0% | -27.5% | +27.6% | +0.8% |
| YTD | -3.0% | -55.3% | +52.2% | -0.8% |
| 1Y | -4.7% | -47.5% | +42.8% | -3.3% |
| 3Y | +36.5% | -10.4% | +46.9% | +33.3% |
| All | +41.7% | -92.5% | +134.2% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling