+20.7%
PG vs UPST
-3.5%
+24.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.2% |
| 7D | -2.7% | -12.0% | +9.3% | -2.6% |
| 30D | -1.5% | -16.0% | +14.5% | -1.5% |
| 3M | -3.4% | -17.2% | +13.8% | -3.3% |
| 6M | -7.0% | -10.9% | +3.9% | -7.0% |
| YTD | +2.0% | -42.6% | +44.6% | +2.1% |
| 1Y | -6.5% | -59.8% | +53.3% | -6.2% |
| 3Y | +1.2% | -17.9% | +19.1% | +0.6% |
| 5Y | +12.8% | -90.7% | +103.5% | +11.1% |
| All | +20.7% | -3.5% | +24.1% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling