+52.2%
PNC vs UPST
-90.2%
+142.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.7% |
| 7D | +2.3% | -1.5% | +3.8% | +2.4% |
| 30D | -3.8% | -13.2% | +9.4% | -2.6% |
| 3M | +7.8% | -13.0% | +20.8% | +8.9% |
| 6M | +19.7% | -2.9% | +22.6% | +19.0% |
| YTD | +19.1% | -38.3% | +57.4% | +23.2% |
| 1Y | +23.1% | -60.5% | +83.6% | +32.1% |
| 3Y | +132.1% | -11.7% | +143.9% | +115.8% |
| 5Y | +52.2% | -90.2% | +142.4% | +40.2% |
| All | +52.2% | -90.2% | +142.4% | +40.2% |
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