+18.9%
PFE vs UPST
-51.0%
+69.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.9% | +4.8% | -1.8% |
| 7D | -2.1% | -13.5% | +11.4% | -1.6% |
| 30D | +3.1% | -19.6% | +22.7% | +3.8% |
| 3M | +11.2% | -34.2% | +45.4% | +12.9% |
| 6M | +15.0% | -31.2% | +46.3% | +16.3% |
| YTD | +23.5% | -56.2% | +79.7% | +28.2% |
| 1Y | +18.9% | -51.7% | +70.6% | +19.7% |
| All | +18.9% | -51.0% | +69.9% | +19.7% |
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