+196.7%
PH vs UPRO
+81.0%
+115.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.5% |
| 7D | +2.0% | -8.7% | +10.7% | +5.1% |
| 30D | -3.7% | -16.9% | +13.2% | +2.9% |
| 3M | -14.0% | -15.3% | +1.2% | -9.0% |
| 6M | +2.1% | -5.7% | +7.8% | +2.7% |
| YTD | +5.1% | +12.1% | -7.0% | -2.2% |
| 1Y | +10.9% | +16.4% | -5.5% | +1.4% |
| 3Y | +132.9% | +210.5% | -77.6% | +39.2% |
| All | +196.7% | +81.0% | +115.7% | +99.4% |
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