-60.5%
UPST vs PEGA
-35.6%
-24.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -1.9% |
| 7D | -1.5% | -2.4% | +0.9% | -0.4% |
| 30D | -13.2% | +9.6% | -22.8% | -16.9% |
| 3M | -13.0% | +2.3% | -15.3% | -14.4% |
| 6M | -2.9% | -23.9% | +21.0% | +10.5% |
| YTD | -38.3% | -39.8% | +1.5% | -24.0% |
| 1Y | -60.5% | -37.4% | -23.0% | -52.5% |
| All | -60.5% | -35.6% | -24.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PEGA 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling