-2.7%
PEG vs UPRO
+2.6%
-5.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.5% |
| 7D | +1.5% | -3.8% | +5.2% | +1.2% |
| 30D | +5.0% | -8.9% | +13.8% | +4.6% |
| 3M | -0.3% | -7.4% | +7.1% | -0.8% |
| 6M | -2.7% | +1.6% | -4.2% | -2.4% |
| All | -2.7% | +2.6% | -5.3% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling