+19.2%
PEP vs UPST
-21.5%
+40.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.3% | +9.5% | +1.2% |
| 7D | +4.6% | -4.5% | +9.1% | +4.6% |
| 30D | +14.0% | -15.3% | +29.3% | +14.0% |
| 3M | +5.4% | -32.4% | +37.8% | +5.4% |
| 6M | -5.1% | -29.5% | +24.4% | -5.2% |
| YTD | +3.1% | -53.3% | +56.4% | +3.1% |
| 1Y | +4.8% | -47.4% | +52.1% | +4.7% |
| 3Y | -4.1% | -2.2% | -1.9% | -4.5% |
| 5Y | +3.0% | -92.0% | +95.0% | +1.2% |
| All | +19.2% | -21.5% | +40.7% | +21.6% |
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