+211.0%
PDD vs UPRO
+412.3%
-201.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +5.6% | -8.7% | +14.3% | +8.3% |
| 30D | +5.8% | -16.9% | +22.7% | +11.7% |
| 3M | -8.6% | -15.3% | +6.7% | -4.4% |
| 6M | -18.8% | -5.7% | -13.1% | -18.8% |
| YTD | -26.8% | +12.1% | -38.9% | -31.3% |
| 1Y | -39.3% | +16.4% | -55.7% | -43.8% |
| 3Y | -22.5% | +210.5% | -233.0% | -52.2% |
| 5Y | -0.8% | +82.4% | -83.2% | -30.5% |
| All | +211.0% | +412.3% | -201.4% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling