+8.1%
PCG vs UPRO
+102.9%
-94.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.0% | +9.7% | -11.6% | -3.9% |
| 30D | -2.7% | -9.8% | +7.1% | -1.0% |
| 3M | -25.1% | -9.1% | -16.0% | -23.9% |
| 6M | -22.3% | +0.9% | -23.2% | -23.3% |
| YTD | -18.5% | +21.9% | -40.4% | -23.3% |
| 1Y | -21.8% | +19.8% | -41.6% | -26.3% |
| 3Y | -21.0% | +227.4% | -248.4% | -44.2% |
| 5Y | +8.1% | +100.1% | -92.0% | -18.1% |
| All | +8.1% | +102.9% | -94.8% | -18.1% |
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 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