-91.6%
UPST vs PFG
+92.7%
-184.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.5% |
| 7D | -10.6% | +2.4% | -13.0% | -13.5% |
| 30D | -14.0% | +5.9% | -19.8% | -20.1% |
| 3M | -36.8% | -0.4% | -36.4% | -37.1% |
| 6M | -27.5% | +14.8% | -42.4% | -41.9% |
| YTD | -55.3% | +31.9% | -87.2% | -70.5% |
| 1Y | -47.5% | +38.8% | -86.4% | -67.8% |
| 3Y | -10.4% | +82.4% | -92.8% | -61.8% |
| All | -91.6% | +92.7% | -184.4% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling