-76.0%
PCG vs UPRO
+1,087.5%
-1,163.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +2.2% | +7.4% | -5.3% | 0.0% |
| 30D | +0.8% | -7.9% | +8.6% | +2.6% |
| 3M | -23.8% | -12.0% | -11.8% | -21.5% |
| 6M | -19.6% | -2.0% | -17.7% | -20.4% |
| YTD | -16.7% | +20.4% | -37.1% | -23.1% |
| 1Y | -19.4% | +24.5% | -43.9% | -26.5% |
| 3Y | -18.3% | +224.4% | -242.7% | -48.0% |
| 5Y | +10.4% | +97.6% | -87.2% | -24.1% |
| All | -76.0% | +1,087.5% | -1,163.4% | -91.4% |
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