+17.0%
PG vs UPST
-48.7%
+65.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +3.4% |
| 7D | +5.7% | -3.1% | +8.9% | +5.6% |
| 30D | +15.4% | -4.0% | +19.4% | +15.2% |
| 3M | +13.8% | -22.9% | +36.7% | +13.0% |
| 6M | +18.3% | -27.1% | +45.4% | +17.3% |
| YTD | +20.1% | -46.5% | +66.7% | +17.2% |
| 1Y | +17.0% | -49.4% | +66.4% | +13.7% |
| All | +17.0% | -48.7% | +65.7% | +13.7% |
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