-51.7%
UPST vs PFG
+38.8%
-90.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.4% | -5.6% |
| 7D | -13.5% | +0.1% | -13.6% | -13.6% |
| 30D | -19.6% | +5.0% | -24.6% | -22.3% |
| 3M | -34.2% | +0.1% | -34.2% | -34.3% |
| 6M | -31.2% | +13.8% | -45.0% | -41.5% |
| YTD | -56.2% | +31.2% | -87.5% | -68.8% |
| 1Y | -51.7% | +37.1% | -88.7% | -68.0% |
| All | -51.7% | +38.8% | -90.5% | -68.0% |
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 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