+48.3%
PCOR vs UPRO
+210.8%
-162.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +22.7% | -8.7% | +31.4% | +27.7% |
| 30D | +37.5% | -16.9% | +54.4% | +49.3% |
| 3M | +35.2% | -15.3% | +50.5% | +45.3% |
| 6M | +42.2% | -5.7% | +48.0% | +43.3% |
| YTD | +3.6% | +12.1% | -8.5% | -5.9% |
| 1Y | -4.8% | +16.4% | -21.2% | -15.6% |
| 3Y | +48.3% | +210.5% | -162.2% | -37.3% |
| All | +48.3% | +210.8% | -162.5% | -37.3% |
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