-92.8%
UPST vs PEGA
-45.0%
-47.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -8.9% | -8.5% |
| 7D | -13.5% | -4.6% | -8.9% | -10.7% |
| 30D | -19.6% | -6.8% | -12.8% | -15.8% |
| 3M | -34.2% | +2.6% | -36.7% | -36.8% |
| 6M | -31.2% | -5.4% | -25.8% | -32.1% |
| YTD | -56.2% | -46.0% | -10.2% | -33.1% |
| 1Y | -51.7% | -45.6% | -6.0% | -26.8% |
| 3Y | -8.2% | +43.2% | -51.4% | -58.0% |
| 5Y | -92.8% | -45.3% | -47.5% | -87.9% |
| All | -92.8% | -45.0% | -47.8% | -87.9% |
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