+14.2%
PEP vs UPST
+7.9%
+6.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | -1.4% | -3.5% | +2.1% | -1.4% |
| 30D | +0.2% | -7.1% | +7.3% | +0.2% |
| 3M | -1.1% | -13.1% | +12.0% | -1.1% |
| 6M | -13.5% | -1.1% | -12.4% | -13.5% |
| YTD | -1.2% | -35.9% | +34.7% | -1.2% |
| 1Y | -1.6% | -57.4% | +55.9% | -1.5% |
| 3Y | -12.5% | -14.9% | +2.4% | -12.8% |
| 5Y | +3.0% | -88.7% | +91.7% | +1.5% |
| All | +14.2% | +7.9% | +6.3% | +16.5% |
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