-30.2%
UPST vs PEGA
-49.2%
+19.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +1.1% |
| 7D | -12.1% | -8.6% | -3.4% | -5.9% |
| 30D | -13.4% | -10.1% | -3.3% | -6.7% |
| 3M | -31.2% | -4.7% | -26.5% | -29.9% |
| 6M | -28.3% | -8.0% | -20.4% | -27.5% |
| YTD | -53.0% | -47.1% | -5.8% | -27.8% |
| 1Y | -47.2% | -47.5% | +0.3% | -18.6% |
| 3Y | -1.5% | +40.2% | -41.7% | -51.0% |
| 5Y | -91.6% | -45.7% | -45.9% | -88.2% |
| All | -30.2% | -49.2% | +19.0% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling