-89.3%
UPST vs PEGA
-46.5%
-42.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -0.9% |
| 7D | -3.5% | +3.3% | -6.8% | -6.0% |
| 30D | -7.1% | +17.7% | -24.9% | -19.0% |
| 3M | -13.1% | +5.8% | -18.9% | -20.0% |
| 6M | -1.1% | -20.3% | +19.2% | +13.7% |
| YTD | -35.9% | -37.1% | +1.3% | -11.9% |
| 1Y | -57.4% | -30.2% | -27.2% | -47.8% |
| 3Y | -14.9% | +48.1% | -63.0% | -59.8% |
| All | -89.3% | -46.5% | -42.9% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling