+4.2%
PFE vs UPST
-15.8%
+20.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | -3.7% | -4.9% | +1.2% | -3.6% |
| 30D | +5.0% | -8.9% | +13.8% | +5.1% |
| 3M | +12.2% | -26.3% | +38.5% | +12.6% |
| 6M | +14.6% | -23.7% | +38.3% | +14.9% |
| YTD | +24.1% | -49.9% | +74.1% | +24.9% |
| 1Y | +26.6% | -42.0% | +68.5% | +27.1% |
| 3Y | +14.3% | -25.3% | +39.6% | +14.3% |
| 5Y | -21.9% | -93.4% | +71.5% | -23.1% |
| All | +4.2% | -15.8% | +20.0% | +4.8% |
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