+12.6%
PG vs UPST
-90.4%
+103.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -2.0% |
| 7D | -3.4% | -8.1% | +4.7% | -3.3% |
| 30D | -2.6% | -14.3% | +11.7% | -2.5% |
| 3M | -3.3% | -16.6% | +13.3% | -3.3% |
| 6M | -6.7% | -7.3% | +0.5% | -6.7% |
| YTD | +1.7% | -40.8% | +42.5% | +2.0% |
| 1Y | -7.9% | -62.4% | +54.5% | -7.4% |
| 3Y | +0.9% | -15.3% | +16.2% | -0.2% |
| 5Y | +12.6% | -91.1% | +103.7% | +8.7% |
| All | +12.6% | -90.4% | +103.1% | +8.7% |
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