+18.0%
PEP vs UPST
-26.3%
+44.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -1.2% |
| 7D | -0.3% | -13.5% | +13.2% | -0.3% |
| 30D | +11.8% | -19.6% | +31.4% | +11.7% |
| 3M | +3.7% | -34.2% | +37.9% | +3.6% |
| 6M | -4.3% | -31.2% | +26.9% | -4.3% |
| YTD | +2.1% | -56.2% | +58.3% | +2.1% |
| 1Y | +2.5% | -51.7% | +54.2% | +2.5% |
| 3Y | -5.0% | -8.2% | +3.2% | -5.4% |
| 5Y | +2.9% | -92.8% | +95.6% | +1.1% |
| All | +18.0% | -26.3% | +44.4% | +20.4% |
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