+696.1%
PH vs UPRO
+1,102.3%
-406.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +7.4% | +9.7% | -2.3% | +3.1% |
| 30D | +0.5% | -9.8% | +10.2% | +4.3% |
| 3M | -10.2% | -9.1% | -1.1% | -7.3% |
| 6M | +8.9% | +0.9% | +8.0% | +6.4% |
| YTD | +9.7% | +21.9% | -12.2% | -2.3% |
| 1Y | +12.8% | +19.8% | -7.0% | +1.0% |
| 3Y | +134.6% | +227.4% | -92.8% | +28.2% |
| 5Y | +204.5% | +100.1% | +104.4% | +87.3% |
| All | +696.1% | +1,102.3% | -406.2% | +75.0% |
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