+41.7%
PEG vs UPRO
+95.9%
-54.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.6% |
| 7D | +4.5% | +7.4% | -2.9% | +3.3% |
| 30D | +7.5% | -7.9% | +15.4% | +8.6% |
| 3M | +0.8% | -12.0% | +12.9% | +2.5% |
| 6M | 0.0% | -2.0% | +2.0% | -0.6% |
| YTD | -3.0% | +20.4% | -23.4% | -7.4% |
| 1Y | -4.7% | +24.5% | -29.3% | -9.7% |
| 3Y | +36.5% | +224.4% | -187.9% | +5.1% |
| All | +41.7% | +95.9% | -54.2% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling