+293.0%
PCAR vs UPRO
+1,163.1%
-870.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +1.6% |
| 7D | +2.9% | -0.9% | +3.8% | +2.9% |
| 30D | -2.1% | -11.4% | +9.3% | +1.0% |
| 3M | -20.4% | -10.9% | -9.5% | -18.2% |
| 6M | -7.0% | -0.5% | -6.4% | -7.8% |
| YTD | -2.6% | +19.9% | -22.5% | -9.3% |
| 1Y | +9.8% | +24.2% | -14.4% | +1.1% |
| 3Y | +37.3% | +236.9% | -199.7% | -10.1% |
| 5Y | +116.4% | +96.6% | +19.9% | +54.0% |
| 10Y | +293.0% | +1,091.6% | -798.6% | +5.7% |
| All | +293.0% | +1,163.1% | -870.2% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling