+37.1%
PLD vs UPRO
+228.3%
-191.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +1.3% |
| 30D | +0.5% | -12.4% | +12.9% | +3.6% |
| 3M | -5.5% | -11.9% | +6.4% | -2.8% |
| 6M | -8.3% | -1.7% | -6.7% | -9.3% |
| YTD | +4.3% | +18.5% | -14.2% | -3.0% |
| 1Y | +7.4% | +17.5% | -10.1% | 0.0% |
| 3Y | +37.1% | +218.4% | -181.3% | -27.4% |
| All | +37.1% | +228.3% | -191.3% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling