-25.7%
UPST vs PTC
+69.0%
-94.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.3% |
| 7D | -4.9% | -0.2% | -4.7% | -4.6% |
| 30D | -8.9% | +0.8% | -9.6% | -9.4% |
| 3M | -26.3% | +32.1% | -58.4% | -46.0% |
| 6M | -23.7% | +42.6% | -66.4% | -51.2% |
| YTD | -49.9% | +12.0% | -61.9% | -58.1% |
| 1Y | -42.0% | +12.2% | -54.1% | -51.3% |
| 3Y | -25.3% | +31.2% | -56.5% | -48.2% |
| 5Y | -93.4% | +54.9% | -148.3% | -96.0% |
| All | -25.7% | +69.0% | -94.7% | -57.6% |
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