-25.7%
UPST vs PEGA
-47.6%
+21.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +1.6% |
| 7D | -4.9% | -4.5% | -0.4% | -1.6% |
| 30D | -8.9% | -5.7% | -3.2% | -5.2% |
| 3M | -26.3% | +2.7% | -29.0% | -29.0% |
| 6M | -23.7% | -10.5% | -13.2% | -20.9% |
| YTD | -49.9% | -45.4% | -4.5% | -24.8% |
| 1Y | -42.0% | -44.7% | +2.8% | -13.9% |
| 3Y | -25.3% | +45.7% | -71.0% | -63.9% |
| 5Y | -93.4% | -45.3% | -48.1% | -90.8% |
| All | -25.7% | -47.6% | +21.9% | +5.8% |
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