-19.8%
PCOR vs UPRO
+80.0%
-99.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.2% | +13.2% | +6.9% |
| 7D | +23.7% | -14.4% | +38.1% | +33.5% |
| 30D | +39.0% | -18.2% | +57.2% | +53.4% |
| 3M | +35.8% | -16.4% | +52.2% | +47.9% |
| 6M | +38.2% | -2.6% | +40.9% | +36.7% |
| YTD | +3.9% | +11.1% | -7.2% | -5.8% |
| 1Y | +5.7% | +11.8% | -6.1% | -5.1% |
| 3Y | +44.8% | +209.9% | -165.1% | -30.7% |
| 5Y | -19.8% | +80.9% | -100.7% | -50.2% |
| All | -19.8% | +80.0% | -99.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling