-25.3%
UPST vs PEGA
+43.4%
-68.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.6% |
| 7D | -4.9% | -4.5% | -0.4% | -2.7% |
| 30D | -8.9% | -5.7% | -3.2% | -6.4% |
| 3M | -26.3% | +2.6% | -28.9% | -27.8% |
| 6M | -23.7% | -10.6% | -13.1% | -21.0% |
| YTD | -49.9% | -45.5% | -4.5% | -33.7% |
| 1Y | -42.0% | -44.8% | +2.8% | -23.7% |
| 3Y | -25.3% | +45.5% | -70.8% | -45.1% |
| All | -25.3% | +43.4% | -68.7% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling