+737.3%
PH vs UPRO
+1,163.1%
-425.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.7% | +1.2% |
| 7D | +3.0% | -0.9% | +3.9% | +2.8% |
| 30D | -0.6% | -11.4% | +10.8% | +4.0% |
| 3M | -10.7% | -10.9% | +0.2% | -7.0% |
| 6M | +9.1% | -0.5% | +9.6% | +7.3% |
| YTD | +9.5% | +19.9% | -10.4% | -1.7% |
| 1Y | +14.0% | +24.2% | -10.2% | +0.4% |
| 3Y | +138.9% | +236.9% | -98.1% | +28.9% |
| 5Y | +209.1% | +96.6% | +112.6% | +91.7% |
| 10Y | +737.3% | +1,091.6% | -354.3% | +87.2% |
| All | +737.3% | +1,163.1% | -425.8% | +87.2% |
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