+18.4%
PEP vs UPST
-14.8%
+33.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.2% |
| 7D | +6.7% | -10.9% | +17.5% | +6.7% |
| 30D | +13.5% | -7.2% | +20.7% | +13.5% |
| 3M | +3.9% | -26.7% | +30.6% | +3.9% |
| 6M | -6.0% | -29.0% | +23.0% | -6.0% |
| YTD | +2.5% | -49.4% | +51.8% | +2.5% |
| 1Y | +3.9% | -47.0% | +50.9% | +3.9% |
| 3Y | -4.7% | -27.0% | +22.3% | -5.0% |
| 5Y | +1.1% | -93.3% | +94.4% | -0.8% |
| All | +18.4% | -14.8% | +33.3% | +20.8% |
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