-35.0%
UPST vs PFGC
+137.8%
-172.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.7% | -6.0% |
| 7D | -13.5% | +0.3% | -13.8% | -13.6% |
| 30D | -19.6% | +16.1% | -35.8% | -28.7% |
| 3M | -34.2% | +2.4% | -36.6% | -36.0% |
| 6M | -31.2% | +15.7% | -46.9% | -39.8% |
| YTD | -56.2% | +22.3% | -78.5% | -64.5% |
| 1Y | -51.7% | +13.9% | -65.5% | -58.5% |
| 3Y | -8.2% | +80.3% | -88.5% | -44.6% |
| 5Y | -92.8% | +136.1% | -228.9% | -96.4% |
| All | -35.0% | +137.8% | -172.8% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling