-89.3%
UPST vs PTC
+6.0%
-95.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +5.1% |
| 7D | -3.5% | -10.3% | +6.7% | +8.5% |
| 30D | -7.1% | +1.1% | -8.3% | -9.6% |
| 3M | -13.1% | +1.6% | -14.7% | -19.5% |
| 6M | -1.1% | -13.5% | +12.4% | +10.5% |
| YTD | -35.9% | -19.1% | -16.8% | -21.8% |
| 1Y | -57.4% | -33.9% | -23.5% | -32.0% |
| 3Y | -14.9% | -3.9% | -11.0% | -23.4% |
| All | -89.3% | +6.0% | -95.4% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling