-33.6%
UPST vs PTC
+69.8%
-103.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | -10.6% | +0.5% | -11.1% | -11.0% |
| 30D | -14.0% | +1.2% | -15.2% | -14.9% |
| 3M | -36.8% | +27.4% | -64.2% | -52.0% |
| 6M | -27.5% | +39.2% | -66.7% | -52.0% |
| YTD | -55.3% | +12.5% | -67.8% | -62.7% |
| 1Y | -47.5% | +12.3% | -59.8% | -56.0% |
| 3Y | -10.4% | +28.8% | -39.3% | -36.4% |
| 5Y | -92.6% | +60.9% | -153.5% | -95.6% |
| All | -33.6% | +69.8% | -103.4% | -62.3% |
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