-14.4%
PCOR vs UPRO
+167.4%
-181.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +22.7% | -8.7% | +31.4% | +28.2% |
| 30D | +37.5% | -16.9% | +54.4% | +50.4% |
| 3M | +35.2% | -15.3% | +50.5% | +46.2% |
| 6M | +42.2% | -5.7% | +48.0% | +43.4% |
| YTD | +3.6% | +12.1% | -8.5% | -6.5% |
| 1Y | -4.8% | +16.4% | -21.2% | -16.2% |
| 3Y | +48.3% | +210.5% | -162.2% | -28.7% |
| 5Y | -20.1% | +82.4% | -102.5% | -51.9% |
| All | -14.4% | +167.4% | -181.8% | -50.2% |
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