-24.5%
UPST vs PFGC
+141.7%
-166.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.3% | -1.4% |
| 7D | +4.4% | +10.8% | -6.4% | -3.8% |
| 30D | -7.7% | +17.8% | -25.5% | -19.1% |
| 3M | -28.4% | -2.7% | -25.7% | -27.7% |
| 6M | -23.2% | +20.0% | -43.2% | -34.7% |
| YTD | -49.1% | +24.3% | -73.4% | -59.3% |
| 1Y | -42.4% | +13.2% | -55.6% | -50.3% |
| 3Y | +5.4% | +85.9% | -80.6% | -38.0% |
| 5Y | -92.9% | +141.0% | -233.9% | -96.5% |
| All | -24.5% | +141.7% | -166.2% | -67.3% |
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