-21.0%
PCG vs UPRO
+210.8%
-231.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -1.6% | -8.7% | +7.1% | -0.4% |
| 30D | +1.4% | -16.9% | +18.3% | +4.0% |
| 3M | -23.4% | -15.3% | -8.1% | -21.7% |
| 6M | -19.4% | -5.7% | -13.7% | -19.2% |
| YTD | -18.5% | +12.1% | -30.6% | -21.1% |
| 1Y | -19.5% | +16.4% | -36.0% | -22.8% |
| 3Y | -21.0% | +210.5% | -231.5% | -46.1% |
| All | -21.0% | +210.8% | -231.8% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling