+159.5%
PGR vs UPST
-91.3%
+250.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | -3.4% | -12.0% | +8.6% | -3.3% |
| 30D | +1.8% | -16.0% | +17.8% | +2.0% |
| 3M | +5.9% | -17.2% | +23.1% | +6.1% |
| 6M | +4.6% | -10.9% | +15.4% | +4.5% |
| YTD | +1.1% | -42.6% | +43.7% | +1.5% |
| 1Y | -6.6% | -59.8% | +53.2% | -5.7% |
| 3Y | +74.2% | -17.9% | +92.1% | +71.0% |
| 5Y | +159.5% | -90.7% | +250.2% | +153.2% |
| All | +159.5% | -91.3% | +250.8% | +153.2% |
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 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