+195.8%
PDD vs UPRO
+450.3%
-254.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | -4.9% | +7.4% | -12.3% | -7.3% |
| 30D | -3.0% | -7.9% | +4.8% | -1.3% |
| 3M | -6.2% | -12.0% | +5.8% | -3.2% |
| 6M | -20.7% | -2.0% | -18.8% | -21.9% |
| YTD | -30.4% | +20.4% | -50.7% | -36.3% |
| 1Y | -41.3% | +24.5% | -65.8% | -46.9% |
| 3Y | -27.7% | +224.4% | -252.1% | -56.1% |
| 5Y | -16.9% | +97.6% | -114.5% | -43.4% |
| All | +195.8% | +450.3% | -254.6% | +70.4% |
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