+37.6%
PPG vs UPST
-48.7%
+86.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.4% | -4.4% | +3.8% |
| 7D | +7.5% | -3.1% | +10.6% | +7.7% |
| 30D | +20.9% | -4.0% | +24.9% | +21.2% |
| 3M | +8.7% | -22.9% | +31.6% | +11.6% |
| 6M | +23.8% | -27.1% | +51.0% | +27.2% |
| YTD | +26.5% | -46.5% | +73.1% | +30.2% |
| 1Y | +37.6% | -49.4% | +87.0% | +41.7% |
| All | +37.6% | -48.7% | +86.3% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling