-0.9%
PPG vs UPST
-62.6%
+61.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | -5.1% | -12.0% | +6.8% | -3.7% |
| 30D | -9.6% | -16.0% | +6.5% | -7.8% |
| 3M | -6.4% | -17.2% | +10.7% | -4.6% |
| 6M | +0.5% | -10.9% | +11.4% | +1.3% |
| YTD | +4.4% | -42.6% | +47.0% | +7.6% |
| 1Y | -0.9% | -59.8% | +58.9% | +2.5% |
| All | -0.9% | -62.6% | +61.7% | +2.5% |
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