+346.1%
PEP vs UPRO
+12,035.6%
-11,689.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.2% | +13.4% | +2.5% |
| 7D | +6.7% | -14.4% | +21.0% | +9.4% |
| 30D | +13.5% | -18.2% | +31.8% | +17.2% |
| 3M | +3.9% | -16.4% | +20.3% | +6.8% |
| 6M | -6.0% | -2.6% | -3.4% | -6.6% |
| YTD | +2.5% | +11.1% | -8.7% | -1.3% |
| 1Y | +3.9% | +11.8% | -7.8% | -0.2% |
| 3Y | -4.7% | +209.9% | -214.6% | -28.6% |
| 5Y | +1.1% | +80.9% | -79.8% | -20.4% |
| 10Y | +83.8% | +1,134.2% | -1,050.3% | -13.4% |
| All | +346.1% | +12,035.6% | -11,689.6% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling