-76.4%
PCG vs UPRO
+1,130.0%
-1,206.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -2.1% |
| 7D | -2.2% | -3.8% | +1.5% | -1.6% |
| 30D | -0.5% | -8.9% | +8.4% | +1.7% |
| 3M | -24.0% | -7.4% | -16.5% | -22.8% |
| 6M | -18.6% | +1.6% | -20.2% | -20.2% |
| YTD | -17.7% | +23.2% | -40.8% | -24.4% |
| 1Y | -20.0% | +21.2% | -41.3% | -26.5% |
| 3Y | -20.2% | +230.8% | -251.0% | -49.5% |
| 5Y | +8.4% | +106.7% | -98.3% | -26.6% |
| 10Y | -76.4% | +1,125.0% | -1,201.4% | -91.6% |
| All | -76.4% | +1,130.0% | -1,206.4% | -91.6% |
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 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