+34.4%
PEG vs UPRO
+133.2%
-98.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -2.6% | -5.0% | +2.4% | -1.9% |
| 3M | -7.6% | +7.5% | -15.1% | -9.0% |
| 6M | -12.2% | +33.2% | -45.4% | -16.9% |
| YTD | -8.1% | +27.7% | -35.8% | -12.7% |
| 1Y | -7.0% | +43.0% | -50.0% | -13.6% |
| 3Y | +30.6% | +224.4% | -193.9% | +1.2% |
| 5Y | +34.4% | +135.9% | -101.5% | +0.3% |
| All | +34.4% | +133.2% | -98.8% | +0.3% |
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