-21.1%
PPG vs UPST
-90.0%
+69.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | -7.8% | -13.2% | +5.4% | -6.6% |
| 3M | -2.2% | -13.0% | +10.8% | -1.1% |
| 6M | +4.1% | -2.9% | +7.0% | +3.8% |
| YTD | +9.1% | -38.3% | +47.4% | +12.6% |
| 1Y | +1.0% | -60.5% | +61.4% | +7.8% |
| 3Y | -13.3% | -11.7% | -1.5% | -19.6% |
| All | -21.1% | -90.0% | +69.0% | -25.3% |
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