+80.1%
PEP vs UPRO
+1,093.1%
-1,012.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +2.9% | -8.7% | +11.6% | +4.4% |
| 30D | +14.2% | -16.9% | +31.1% | +17.6% |
| 3M | +3.2% | -15.3% | +18.4% | +5.7% |
| 6M | -7.4% | -5.7% | -1.7% | -7.5% |
| YTD | +1.5% | +12.1% | -10.6% | -2.5% |
| 1Y | +3.9% | +16.4% | -12.5% | -1.1% |
| 3Y | -5.5% | +210.5% | -216.0% | -30.4% |
| 5Y | +0.1% | +82.4% | -82.3% | -22.0% |
| All | +80.1% | +1,093.1% | -1,012.9% | -19.8% |
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