-12.1%
UPST vs PEGA
-43.4%
+31.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -2.4% |
| 7D | -8.1% | -6.1% | -2.0% | -3.4% |
| 30D | -14.3% | +6.4% | -20.7% | -18.7% |
| 3M | -16.6% | +2.9% | -19.6% | -21.5% |
| 6M | -7.3% | -23.8% | +16.6% | +10.1% |
| YTD | -40.8% | -41.1% | +0.3% | -15.2% |
| 1Y | -62.4% | -38.2% | -24.2% | -49.3% |
| 3Y | -15.3% | +49.8% | -65.2% | -58.8% |
| 5Y | -91.1% | -48.0% | -43.0% | -87.5% |
| All | -12.1% | -43.4% | +31.2% | +19.2% |
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