-15.7%
PPG vs UPST
-16.7%
+1.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -2.0% |
| 7D | -3.7% | -8.1% | +4.4% | -3.0% |
| 30D | -7.2% | -14.3% | +7.1% | -6.0% |
| 3M | -7.3% | -16.6% | +9.3% | -5.9% |
| 6M | +0.3% | -7.3% | +7.5% | +0.4% |
| YTD | +6.5% | -40.8% | +47.3% | +10.1% |
| 1Y | +0.5% | -62.4% | +63.0% | +7.4% |
| All | -15.7% | -16.7% | +1.0% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling