-10.4%
UPST vs PFGC
+82.6%
-93.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.3% |
| 7D | -10.6% | +3.4% | -14.1% | -12.8% |
| 30D | -14.0% | +16.9% | -30.9% | -23.8% |
| 3M | -36.8% | +6.4% | -43.2% | -40.1% |
| 6M | -27.5% | +16.0% | -43.5% | -36.7% |
| YTD | -55.3% | +23.6% | -78.9% | -64.6% |
| 1Y | -47.5% | +16.6% | -64.1% | -55.9% |
| 3Y | -10.4% | +82.3% | -92.7% | -48.3% |
| All | -10.4% | +82.6% | -93.0% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling