+162.6%
PM vs UPRO
+95.9%
+66.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +0.5% | +7.4% | -6.9% | -0.1% |
| 30D | -3.2% | -7.9% | +4.7% | -2.6% |
| 3M | +6.2% | -12.0% | +18.2% | +7.2% |
| 6M | +7.7% | -2.0% | +9.6% | +7.3% |
| YTD | +27.3% | +20.4% | +6.9% | +23.8% |
| 1Y | +32.8% | +24.5% | +8.3% | +28.7% |
| 3Y | +150.0% | +224.4% | -74.4% | +106.9% |
| All | +162.6% | +95.9% | +66.7% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling