-20.7%
PFE vs UPST
-88.8%
+68.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +1.8% | -3.5% | +5.3% | +1.8% |
| 30D | +10.2% | -7.1% | +17.3% | +10.4% |
| 3M | +12.7% | -13.1% | +25.8% | +12.9% |
| 6M | +10.5% | -1.1% | +11.6% | +10.4% |
| YTD | +20.2% | -35.9% | +56.0% | +20.8% |
| 1Y | +24.1% | -57.4% | +81.5% | +25.4% |
| 3Y | -3.6% | -14.9% | +11.3% | -4.0% |
| All | -20.7% | -88.8% | +68.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling