-47.4%
UPST vs PENG
+103.2%
-150.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.3% | -6.0% | -7.9% |
| 7D | -4.5% | -16.1% | +11.6% | -2.4% |
| 30D | -15.3% | -41.5% | +26.2% | -8.5% |
| 3M | -32.4% | -19.1% | -13.3% | -31.8% |
| 6M | -29.5% | +0.9% | -30.5% | -36.2% |
| YTD | -53.3% | +128.2% | -181.5% | -70.9% |
| 1Y | -47.4% | +98.6% | -145.9% | -64.9% |
| All | -47.4% | +103.2% | -150.5% | -64.9% |
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 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