-49.4%
UPST vs PENG
+120.5%
-169.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -9.1% | +18.5% | +10.9% |
| 7D | -3.1% | -20.5% | +17.3% | +0.3% |
| 30D | -4.0% | -20.4% | +16.4% | -1.4% |
| 3M | -22.9% | -16.4% | -6.5% | -22.1% |
| 6M | -27.1% | +49.2% | -76.3% | -41.8% |
| YTD | -46.5% | +147.2% | -193.7% | -66.9% |
| 1Y | -49.4% | +124.7% | -174.1% | -67.4% |
| All | -49.4% | +120.5% | -169.9% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling