+197.4%
PDD vs UPRO
+441.9%
-244.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.0% |
| 7D | -1.0% | -2.9% | +1.9% | -0.7% |
| 30D | -2.4% | -12.4% | +10.0% | +1.1% |
| 3M | -14.6% | -11.9% | -2.8% | -12.0% |
| 6M | -19.6% | -1.7% | -18.0% | -20.8% |
| YTD | -30.0% | +18.5% | -48.5% | -35.6% |
| 1Y | -42.5% | +17.5% | -60.0% | -47.0% |
| 3Y | -27.2% | +218.4% | -245.5% | -55.5% |
| 5Y | -8.2% | +99.1% | -107.3% | -37.5% |
| All | +197.4% | +441.9% | -244.5% | +72.2% |
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