+97.9%
PNC vs UPST
-24.8%
+122.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +3.1% | -10.6% | +13.7% | +3.9% |
| 30D | +7.6% | -14.0% | +21.6% | +8.7% |
| 3M | -8.1% | -36.8% | +28.7% | -5.2% |
| 6M | +12.6% | -27.5% | +40.1% | +14.6% |
| YTD | +15.0% | -55.3% | +70.2% | +20.5% |
| 1Y | +30.4% | -47.5% | +78.0% | +35.0% |
| 3Y | +116.1% | -10.4% | +126.6% | +107.3% |
| 5Y | +37.5% | -92.6% | +130.1% | +33.0% |
| All | +97.9% | -24.8% | +122.6% | +81.0% |
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