+234.7%
PM vs UPRO
+1,163.1%
-928.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.0% | -9.4% | -3.7% |
| 7D | -7.3% | -0.9% | -6.4% | -7.3% |
| 30D | -4.0% | -11.4% | +7.4% | -2.2% |
| 3M | +2.7% | -10.9% | +13.7% | +4.4% |
| 6M | +14.9% | -0.5% | +15.4% | +13.6% |
| YTD | +23.5% | +19.9% | +3.7% | +17.3% |
| 1Y | +30.4% | +24.2% | +6.2% | +22.6% |
| 3Y | +143.2% | +236.9% | -93.7% | +75.3% |
| 5Y | +159.5% | +96.6% | +62.9% | +97.8% |
| 10Y | +234.7% | +1,091.6% | -856.9% | +36.7% |
| All | +234.7% | +1,163.1% | -928.5% | +36.7% |
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 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