-60.5%
UPST vs PFGC
-8.4%
-52.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.4% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | -13.2% | -15.8% | +2.5% | -9.9% |
| 3M | -13.0% | -0.6% | -12.4% | -12.8% |
| 6M | -2.9% | +10.7% | -13.5% | -5.6% |
| YTD | -38.3% | +7.6% | -45.9% | -39.9% |
| 1Y | -60.5% | -7.8% | -52.6% | -58.6% |
| All | -60.5% | -8.4% | -52.1% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling