-47.5%
UPST vs PFGC
+15.6%
-63.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.9% |
| 7D | -10.6% | +3.4% | -14.1% | -11.3% |
| 30D | -14.0% | +16.9% | -30.9% | -17.1% |
| 3M | -36.8% | +6.4% | -43.2% | -38.3% |
| 6M | -27.5% | +16.0% | -43.5% | -29.6% |
| YTD | -55.3% | +23.6% | -78.9% | -56.0% |
| 1Y | -47.5% | +16.6% | -64.1% | -47.5% |
| All | -47.5% | +15.6% | -63.1% | -47.5% |
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 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