+76.6%
PEP vs UPRO
+1,152.9%
-1,076.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | +0.1% | +1.5% | -1.4% | -0.2% |
| 30D | +0.7% | -3.7% | +4.4% | +1.3% |
| 3M | -0.5% | +8.0% | -8.5% | -2.4% |
| 6M | -11.3% | +38.7% | -50.0% | -17.4% |
| YTD | -0.6% | +29.5% | -30.1% | -6.5% |
| 1Y | +1.7% | +46.1% | -44.4% | -7.1% |
| 3Y | -12.5% | +229.1% | -241.6% | -35.9% |
| 5Y | +3.9% | +136.0% | -132.1% | -23.3% |
| 10Y | +76.6% | +1,155.3% | -1,078.7% | -24.2% |
| All | +76.6% | +1,152.9% | -1,076.4% | -24.2% |
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