-89.3%
UPST vs PENG
+115.2%
-204.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -4.6% |
| 7D | -3.5% | +4.5% | -8.1% | -5.6% |
| 30D | -7.1% | -7.1% | 0.0% | -4.8% |
| 3M | -13.1% | -27.3% | +14.2% | -7.6% |
| 6M | -1.1% | +169.6% | -170.7% | -51.7% |
| YTD | -35.9% | +164.6% | -200.5% | -68.8% |
| 1Y | -57.4% | +109.5% | -166.9% | -77.0% |
| 3Y | -14.9% | +98.9% | -113.8% | -61.8% |
| All | -89.3% | +115.2% | -204.5% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling