-4.6%
PEP vs UPRO
+208.2%
-212.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.2% | +13.4% | +0.4% |
| 7D | +6.7% | -14.4% | +21.0% | +6.9% |
| 30D | +13.5% | -18.2% | +31.8% | +13.8% |
| 3M | +3.9% | -16.4% | +20.3% | +4.1% |
| 6M | -6.0% | -2.6% | -3.4% | -6.2% |
| YTD | +2.5% | +11.1% | -8.7% | +1.7% |
| 1Y | +3.9% | +11.8% | -7.8% | +3.1% |
| All | -4.6% | +208.2% | -212.8% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling