+3.9%
PEP vs UPST
-47.3%
+51.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -1.0% |
| 7D | +2.9% | -4.9% | +7.8% | +2.7% |
| 30D | +14.2% | -8.9% | +23.1% | +13.8% |
| 3M | +3.2% | -26.3% | +29.5% | +2.1% |
| 6M | -7.4% | -23.7% | +16.3% | -8.1% |
| YTD | +1.5% | -49.9% | +51.4% | -1.2% |
| 1Y | +3.9% | -42.0% | +45.9% | +1.3% |
| All | +3.9% | -47.3% | +51.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling