-16.3%
UPST vs PEGA
+49.4%
-65.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.1% |
| 7D | -3.5% | +3.3% | -6.8% | -5.2% |
| 30D | -7.1% | +17.7% | -24.9% | -14.9% |
| 3M | -13.1% | +5.8% | -18.9% | -17.0% |
| 6M | -1.1% | -20.3% | +19.2% | +9.5% |
| YTD | -35.9% | -37.1% | +1.3% | -20.1% |
| 1Y | -57.4% | -30.2% | -27.2% | -50.3% |
| All | -16.3% | +49.4% | -65.7% | -40.1% |
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