-14.6%
PCOR vs UPRO
+222.2%
-236.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.7% |
| 7D | -9.0% | +0.1% | -9.0% | -9.0% |
| 30D | +4.2% | -0.9% | +5.1% | +4.7% |
| 3M | +14.4% | +1.9% | +12.5% | +12.4% |
| 6M | +0.2% | +33.1% | -32.9% | -15.0% |
| YTD | -20.3% | +31.8% | -52.0% | -32.0% |
| 1Y | -16.1% | +48.3% | -64.4% | -33.4% |
| All | -14.6% | +222.2% | -236.8% | -52.3% |
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