+106.6%
PCAR vs UPRO
+81.0%
+25.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | +0.1% | -8.7% | +8.8% | +2.3% |
| 30D | -4.6% | -16.9% | +12.3% | 0.0% |
| 3M | -22.6% | -15.3% | -7.3% | -19.5% |
| 6M | -12.0% | -5.7% | -6.3% | -11.4% |
| YTD | -6.1% | +12.1% | -18.2% | -10.4% |
| 1Y | +6.3% | +16.4% | -10.1% | +0.2% |
| 3Y | +31.8% | +210.5% | -178.7% | -7.9% |
| All | +106.6% | +81.0% | +25.6% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling