+2,397.4%
PGR vs UPRO
+13,844.7%
-11,447.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | -2.7% | -1.3% | -1.3% | -2.4% |
| 30D | +0.7% | -5.0% | +5.8% | +1.9% |
| 3M | +7.7% | +7.5% | +0.2% | +5.1% |
| 6M | +4.3% | +33.2% | -28.9% | -4.2% |
| YTD | +0.7% | +27.7% | -27.0% | -6.9% |
| 1Y | -5.7% | +43.0% | -48.7% | -15.7% |
| 3Y | +73.7% | +224.4% | -150.8% | +19.0% |
| 5Y | +158.4% | +135.9% | +22.5% | +77.4% |
| 10Y | +810.5% | +1,232.5% | -422.0% | +212.0% |
| All | +2,397.4% | +13,844.7% | -11,447.3% | +220.9% |
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