+161.2%
PANW vs UPRO
+220.4%
-59.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.8% | -3.4% |
| 7D | -0.8% | -2.5% | +1.8% | +0.2% |
| 30D | -14.6% | -4.2% | -10.3% | -13.0% |
| 3M | +18.3% | +8.1% | +10.2% | +14.3% |
| 6M | +100.5% | +35.2% | +65.2% | +75.6% |
| YTD | +79.5% | +28.4% | +51.1% | +60.0% |
| 1Y | +66.7% | +39.3% | +27.5% | +43.1% |
| 3Y | +161.2% | +219.9% | -58.7% | +47.3% |
| All | +161.2% | +220.4% | -59.1% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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