-2.5%
PFE vs UPST
-13.8%
+11.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +1.8% | -3.5% | +5.3% | +1.9% |
| 30D | +10.2% | -7.1% | +17.3% | +10.5% |
| 3M | +12.7% | -13.1% | +25.8% | +13.0% |
| 6M | +10.5% | -1.1% | +11.6% | +10.3% |
| YTD | +20.2% | -35.9% | +56.0% | +21.3% |
| 1Y | +24.1% | -57.4% | +81.5% | +26.6% |
| All | -2.5% | -13.8% | +11.3% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling