-2.2%
UPST vs PTC
+31.6%
-33.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.6% | -8.5% |
| 7D | -4.5% | +1.3% | -5.8% | -5.2% |
| 30D | -15.3% | +1.1% | -16.4% | -15.9% |
| 3M | -32.4% | +30.1% | -62.6% | -44.8% |
| 6M | -29.5% | +34.0% | -63.6% | -45.0% |
| YTD | -53.3% | +12.8% | -66.2% | -56.0% |
| 1Y | -47.4% | +10.7% | -58.1% | -49.2% |
| 3Y | -2.2% | +29.6% | -31.8% | -45.8% |
| All | -2.2% | +31.6% | -33.9% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling