+14.9%
PEP vs UPST
+3.8%
+11.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.6% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +0.7% | -13.2% | +13.9% | +0.6% |
| 3M | -0.5% | -13.0% | +12.4% | -0.5% |
| 6M | -11.3% | -2.9% | -8.4% | -11.3% |
| YTD | -0.6% | -38.3% | +37.7% | -0.6% |
| 1Y | +1.7% | -60.5% | +62.1% | +1.7% |
| 3Y | -12.5% | -11.7% | -0.7% | -12.8% |
| 5Y | +3.9% | -90.2% | +94.1% | +2.2% |
| All | +14.9% | +3.8% | +11.1% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling