-11.8%
PCOR vs UPRO
+187.2%
-199.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +3.0% | +7.4% | -4.4% | -0.9% |
| 30D | +38.7% | -7.9% | +46.6% | +43.5% |
| 3M | +24.9% | -12.0% | +36.9% | +32.1% |
| 6M | +68.8% | -2.0% | +70.7% | +66.6% |
| YTD | +6.7% | +20.4% | -13.7% | -7.4% |
| 1Y | +3.0% | +24.5% | -21.5% | -12.5% |
| 3Y | +48.6% | +224.4% | -175.8% | -30.2% |
| 5Y | -12.7% | +97.6% | -110.3% | -49.7% |
| All | -11.8% | +187.2% | -199.0% | -50.7% |
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