+103.2%
PNC vs UPST
-0.4%
+103.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | -0.7% | -8.1% | +7.4% | -0.1% |
| 30D | -4.4% | -14.3% | +9.9% | -3.4% |
| 3M | +4.5% | -16.6% | +21.1% | +5.7% |
| 6M | +19.1% | -7.3% | +26.3% | +18.9% |
| YTD | +18.0% | -40.8% | +58.8% | +21.5% |
| 1Y | +24.1% | -62.4% | +86.5% | +31.3% |
| 3Y | +130.0% | -15.3% | +145.3% | +120.0% |
| 5Y | +50.4% | -91.1% | +141.5% | +42.8% |
| All | +103.2% | -0.4% | +103.6% | +82.4% |
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