+165.3%
PGR vs UPST
-1.6%
+166.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | -0.6% | -8.8% | +8.2% | -0.6% |
| 30D | +4.9% | -12.1% | +17.0% | +5.0% |
| 3M | +7.6% | -19.5% | +27.1% | +7.7% |
| 6M | +8.3% | -6.8% | +15.1% | +8.2% |
| YTD | +1.7% | -41.5% | +43.2% | +1.9% |
| 1Y | -6.8% | -58.9% | +52.0% | -6.5% |
| 3Y | +73.4% | -15.2% | +88.6% | +72.2% |
| 5Y | +161.2% | -90.5% | +251.8% | +153.9% |
| All | +165.3% | -1.6% | +166.9% | +167.4% |
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