+2,940.3%
PH vs UPRO
+14,289.1%
-11,348.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -3.2% | -0.9% | -2.4% | -3.0% |
| 3M | +10.6% | +1.9% | +8.6% | +8.6% |
| 6M | -2.1% | +33.1% | -35.2% | -15.3% |
| YTD | +10.2% | +31.8% | -21.6% | -4.6% |
| 1Y | +28.2% | +48.3% | -20.1% | +4.5% |
| 3Y | +134.9% | +221.5% | -86.6% | +28.7% |
| 5Y | +253.6% | +136.7% | +116.9% | +100.0% |
| 10Y | +804.7% | +1,179.2% | -374.4% | +90.9% |
| All | +2,940.3% | +14,289.1% | -11,348.8% | +76.7% |
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