+62.8%
PNR vs UPRO
+1,258.3%
-1,195.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.2% |
| 7D | -6.0% | -2.5% | -3.5% | -5.1% |
| 30D | -14.0% | -4.2% | -9.7% | -12.6% |
| 3M | -21.7% | +8.1% | -29.7% | -24.4% |
| 6M | -37.3% | +35.2% | -72.5% | -44.6% |
| YTD | -45.1% | +28.4% | -73.6% | -50.7% |
| 1Y | -49.1% | +39.3% | -88.4% | -55.9% |
| 3Y | -14.8% | +219.9% | -234.7% | -48.6% |
| 5Y | -21.0% | +142.8% | -163.8% | -51.2% |
| All | +62.8% | +1,258.3% | -1,195.5% | -58.2% |
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