+295.0%
PCAR vs UPRO
+1,130.0%
-835.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +1.3% |
| 7D | +2.2% | -3.8% | +6.0% | +3.0% |
| 30D | +0.3% | -8.9% | +9.2% | +2.6% |
| 3M | -17.9% | -7.4% | -10.5% | -16.6% |
| 6M | -3.4% | +1.6% | -5.0% | -4.9% |
| YTD | -0.1% | +23.2% | -23.3% | -7.6% |
| 1Y | +13.4% | +21.2% | -7.8% | +5.2% |
| 3Y | +37.2% | +230.8% | -193.6% | -9.6% |
| 5Y | +117.3% | +106.7% | +10.7% | +52.4% |
| 10Y | +295.0% | +1,125.0% | -830.0% | +7.8% |
| All | +295.0% | +1,130.0% | -835.1% | +7.8% |
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