+80.3%
PEP vs UPRO
+1,163.1%
-1,082.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.0% | -6.6% | -0.9% |
| 7D | +1.0% | -0.9% | +1.9% | +0.9% |
| 30D | +12.6% | -11.4% | +24.1% | +14.6% |
| 3M | +3.1% | -10.9% | +14.1% | +4.7% |
| 6M | -6.3% | -0.5% | -5.7% | -7.3% |
| YTD | +1.9% | +19.9% | -18.0% | -3.3% |
| 1Y | +3.3% | +24.2% | -20.9% | -2.9% |
| 3Y | -4.8% | +236.9% | -241.8% | -31.0% |
| 5Y | +2.0% | +96.6% | -94.5% | -21.7% |
| 10Y | +80.3% | +1,091.6% | -1,011.3% | -22.9% |
| All | +80.3% | +1,163.1% | -1,082.8% | -22.9% |
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