-18.3%
PCG vs UPRO
+226.4%
-244.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +2.2% | +7.4% | -5.3% | +1.0% |
| 30D | +0.8% | -7.9% | +8.6% | +1.7% |
| 3M | -23.8% | -12.0% | -11.8% | -22.6% |
| 6M | -19.6% | -2.0% | -17.7% | -19.9% |
| YTD | -16.7% | +20.4% | -37.1% | -20.3% |
| 1Y | -19.4% | +24.5% | -43.9% | -23.4% |
| 3Y | -18.3% | +224.4% | -242.7% | -44.8% |
| All | -18.3% | +226.4% | -244.7% | -44.8% |
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 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