-90.2%
UPST vs PFG
+110.7%
-200.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -2.0% |
| 7D | -1.5% | +6.0% | -7.5% | -9.3% |
| 30D | -13.2% | +2.2% | -15.4% | -16.1% |
| 3M | -13.0% | +10.4% | -23.3% | -25.4% |
| 6M | -2.9% | +27.8% | -30.7% | -32.0% |
| YTD | -38.3% | +33.6% | -72.0% | -59.4% |
| 1Y | -60.5% | +49.3% | -109.7% | -77.8% |
| 3Y | -11.7% | +69.7% | -81.5% | -56.8% |
| 5Y | -90.2% | +111.3% | -201.5% | -96.1% |
| All | -90.2% | +110.7% | -200.9% | -96.1% |
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