-51.1%
PCG vs UPRO
+12,035.6%
-12,086.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.2% | +11.9% | +1.9% |
| 7D | 0.0% | -14.4% | +14.4% | +3.5% |
| 30D | +5.8% | -18.2% | +24.1% | +10.8% |
| 3M | -22.8% | -16.4% | -6.4% | -19.7% |
| 6M | -18.4% | -2.6% | -15.8% | -18.9% |
| YTD | -16.9% | +11.1% | -28.0% | -20.6% |
| 1Y | -17.6% | +11.8% | -29.4% | -21.7% |
| 3Y | -20.0% | +209.9% | -229.9% | -44.1% |
| 5Y | +16.0% | +80.9% | -64.9% | -13.0% |
| 10Y | -76.7% | +1,134.2% | -1,210.9% | -89.8% |
| All | -51.1% | +12,035.6% | -12,086.8% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling