-57.4%
UPST vs PFG
+51.4%
-108.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.4% |
| 7D | -3.5% | +5.5% | -9.1% | -7.8% |
| 30D | -7.1% | +2.4% | -9.5% | -9.0% |
| 3M | -13.1% | +13.6% | -26.7% | -24.1% |
| 6M | -1.1% | +27.9% | -29.0% | -24.7% |
| YTD | -35.9% | +35.6% | -71.4% | -53.6% |
| 1Y | -57.4% | +48.5% | -105.9% | -71.6% |
| All | -57.4% | +51.4% | -108.8% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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