+256.8%
PLD vs UPRO
+1,163.1%
-906.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.0% | -4.1% | +0.6% |
| 7D | +0.7% | -0.9% | +1.6% | +0.6% |
| 30D | +0.8% | -11.4% | +12.3% | +4.2% |
| 3M | -6.1% | -10.9% | +4.8% | -3.3% |
| 6M | -8.0% | -0.5% | -7.5% | -9.4% |
| YTD | +4.7% | +19.9% | -15.2% | -3.7% |
| 1Y | +7.2% | +24.2% | -17.0% | -2.9% |
| 3Y | +39.2% | +236.9% | -197.7% | -13.8% |
| 5Y | +1.9% | +96.6% | -94.7% | -30.4% |
| 10Y | +256.8% | +1,091.6% | -834.8% | +14.5% |
| All | +256.8% | +1,163.1% | -906.4% | +14.5% |
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