-8.4%
UPST vs PFG
+192.6%
-201.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -2.1% |
| 7D | -1.5% | +6.0% | -7.5% | -8.6% |
| 30D | -13.2% | +2.2% | -15.4% | -15.9% |
| 3M | -13.0% | +10.4% | -23.3% | -24.3% |
| 6M | -2.9% | +27.8% | -30.7% | -29.6% |
| YTD | -38.3% | +33.6% | -72.0% | -57.7% |
| 1Y | -60.5% | +49.3% | -109.7% | -76.4% |
| 3Y | -11.7% | +69.7% | -81.5% | -52.6% |
| 5Y | -90.2% | +111.3% | -201.5% | -95.3% |
| All | -8.4% | +192.6% | -201.0% | -59.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling