+231.7%
PLD vs UPRO
+1,093.1%
-861.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.5% |
| 7D | -0.8% | -8.7% | +7.9% | +1.7% |
| 30D | -0.3% | -16.9% | +16.6% | +5.2% |
| 3M | -8.0% | -15.3% | +7.2% | -3.7% |
| 6M | -9.8% | -5.7% | -4.1% | -9.6% |
| YTD | +1.8% | +12.1% | -10.3% | -4.3% |
| 1Y | +5.6% | +16.4% | -10.8% | -2.3% |
| 3Y | +33.3% | +210.5% | -177.3% | -15.2% |
| 5Y | +0.3% | +82.4% | -82.1% | -29.8% |
| All | +231.7% | +1,093.1% | -861.4% | +27.2% |
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