+198.6%
PM vs UPRO
+1,152.9%
-954.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | -2.6% | -3.7% | +1.2% | -1.9% |
| 3M | +5.8% | +8.0% | -2.2% | +3.7% |
| 6M | +10.6% | +38.7% | -28.1% | +2.7% |
| YTD | +17.2% | +29.5% | -12.4% | +10.1% |
| 1Y | +17.6% | +46.1% | -28.4% | +7.3% |
| 3Y | +124.3% | +229.1% | -104.8% | +63.1% |
| 5Y | +125.1% | +136.0% | -10.9% | +64.7% |
| 10Y | +198.6% | +1,155.3% | -956.6% | +20.1% |
| All | +198.6% | +1,152.9% | -954.3% | +20.1% |
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