-30.2%
UPST vs PTC
+69.9%
-100.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -12.1% | +0.5% | -12.6% | -12.4% |
| 30D | -13.4% | +0.9% | -14.3% | -14.1% |
| 3M | -31.2% | +30.4% | -61.6% | -48.9% |
| 6M | -28.3% | +34.4% | -62.8% | -50.7% |
| YTD | -53.0% | +12.6% | -65.6% | -60.8% |
| 1Y | -47.2% | +10.2% | -57.4% | -54.8% |
| 3Y | -1.5% | +29.4% | -30.9% | -30.4% |
| 5Y | -91.6% | +63.7% | -155.4% | -95.1% |
| All | -30.2% | +69.9% | -100.2% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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