+4.7%
PEP vs UPRO
+137.3%
-132.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.2% | -0.9% | +1.1% | +0.3% |
| 3M | -1.1% | +1.9% | -3.0% | -1.5% |
| 6M | -13.5% | +33.1% | -46.6% | -16.3% |
| YTD | -1.2% | +31.8% | -33.0% | -4.5% |
| 1Y | -1.6% | +48.3% | -49.8% | -6.4% |
| 3Y | -12.5% | +221.5% | -234.0% | -27.6% |
| All | +4.7% | +137.3% | -132.5% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling