-8.3%
PEG vs UPRO
+22.8%
-31.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | +1.5% | -3.8% | +5.2% | +1.4% |
| 30D | +5.0% | -8.9% | +13.8% | +5.1% |
| 3M | -0.3% | -7.4% | +7.1% | -0.3% |
| 6M | -2.7% | +1.6% | -4.2% | -3.1% |
| YTD | -5.1% | +23.2% | -28.2% | -7.4% |
| 1Y | -8.3% | +21.2% | -29.5% | -10.4% |
| All | -8.3% | +22.8% | -31.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling