+0.9%
PFE vs UPST
+7.9%
-7.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 3M | +12.7% | -13.1% | +25.8% | +12.8% |
| 6M | +10.5% | -1.1% | +11.6% | +10.4% |
| YTD | +20.2% | -35.9% | +56.0% | +20.6% |
| 1Y | +24.1% | -57.4% | +81.5% | +25.0% |
| 3Y | -3.6% | -14.9% | +11.3% | -3.8% |
| 5Y | -20.9% | -88.7% | +67.8% | -22.2% |
| All | +0.9% | +7.9% | -7.0% | +1.2% |
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