+17.7%
PEP vs UPST
-14.4%
+32.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.4% |
| 7D | +1.0% | +4.4% | -3.4% | +1.0% |
| 30D | +12.6% | -7.7% | +20.3% | +12.6% |
| 3M | +3.1% | -28.4% | +31.6% | +3.1% |
| 6M | -6.3% | -23.2% | +16.9% | -6.3% |
| YTD | +1.9% | -49.1% | +51.0% | +1.9% |
| 1Y | +3.3% | -42.4% | +45.6% | +3.2% |
| 3Y | -4.8% | +5.4% | -10.2% | -5.2% |
| 5Y | +2.0% | -92.9% | +95.0% | +0.2% |
| All | +17.7% | -14.4% | +32.2% | +20.1% |
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