-13.4%
PNR vs UPRO
+218.6%
-232.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -3.9% | -1.3% | -2.6% | -3.4% |
| 30D | -13.8% | -5.0% | -8.8% | -12.2% |
| 3M | -22.5% | +7.5% | -30.0% | -25.0% |
| 6M | -37.2% | +33.2% | -70.4% | -44.2% |
| YTD | -44.2% | +27.7% | -71.9% | -49.8% |
| 1Y | -46.6% | +43.0% | -89.7% | -54.2% |
| All | -13.4% | +218.6% | -232.0% | -48.2% |
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 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