-12.1%
UPST vs PFGC
+106.8%
-118.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.1% |
| 7D | -8.1% | -3.7% | -4.4% | -5.3% |
| 30D | -14.3% | -16.0% | +1.7% | -2.3% |
| 3M | -16.6% | -4.1% | -12.5% | -14.5% |
| 6M | -7.3% | +8.7% | -16.0% | -15.1% |
| YTD | -40.8% | +6.4% | -47.1% | -46.2% |
| 1Y | -62.4% | -8.4% | -54.1% | -61.4% |
| 3Y | -15.3% | +61.8% | -77.1% | -43.8% |
| 5Y | -91.1% | +108.7% | -199.8% | -95.0% |
| All | -12.1% | +106.8% | -118.9% | -56.8% |
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