-25.7%
UPST vs PENG
+146.6%
-172.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.4% | -13.5% | -6.1% |
| 7D | -4.9% | -19.4% | +14.5% | +1.3% |
| 30D | -8.9% | -42.4% | +33.5% | +9.7% |
| 3M | -26.3% | -25.6% | -0.7% | -22.6% |
| 6M | -23.7% | +7.3% | -31.0% | -40.7% |
| YTD | -49.9% | +113.9% | -163.8% | -74.0% |
| 1Y | -42.0% | +93.6% | -135.5% | -68.3% |
| 3Y | -25.3% | +170.2% | -195.5% | -70.2% |
| 5Y | -93.4% | +44.2% | -137.6% | -96.6% |
| All | -25.7% | +146.6% | -172.4% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling