+164.5%
PEG vs UPRO
+1,130.0%
-965.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.3% |
| 7D | +1.5% | -3.8% | +5.2% | +2.0% |
| 30D | +5.0% | -8.9% | +13.8% | +6.5% |
| 3M | -0.3% | -7.4% | +7.1% | +0.7% |
| 6M | -2.7% | +1.6% | -4.2% | -4.0% |
| YTD | -5.1% | +23.2% | -28.2% | -10.6% |
| 1Y | -8.3% | +21.2% | -29.5% | -13.5% |
| 3Y | +33.0% | +230.8% | -197.8% | -2.5% |
| 5Y | +41.3% | +106.7% | -65.4% | +7.4% |
| 10Y | +164.5% | +1,125.0% | -960.5% | +16.1% |
| All | +164.5% | +1,130.0% | -965.5% | +16.1% |
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