-4.8%
UPST vs PFGC
+113.3%
-118.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -3.5% | -2.2% | -1.3% | -1.9% |
| 30D | -7.1% | -11.9% | +4.8% | +2.0% |
| 3M | -13.1% | +5.0% | -18.1% | -17.3% |
| 6M | -1.1% | +8.6% | -9.7% | -9.4% |
| YTD | -35.9% | +9.7% | -45.5% | -43.1% |
| 1Y | -57.4% | -6.3% | -51.1% | -56.9% |
| 3Y | -14.9% | +58.2% | -73.1% | -42.7% |
| 5Y | -88.7% | +110.4% | -199.1% | -93.8% |
| All | -4.8% | +113.3% | -118.1% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling