+54.0%
PPL vs UPRO
+1,152.9%
-1,098.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +1.8% | +1.5% | +0.3% | +1.5% |
| 30D | -1.1% | -3.7% | +2.6% | -0.4% |
| 3M | 0.0% | +8.0% | -7.9% | -2.0% |
| 6M | -7.6% | +38.7% | -46.2% | -14.6% |
| YTD | +1.7% | +29.5% | -27.8% | -4.9% |
| 1Y | +1.5% | +46.1% | -44.6% | -8.0% |
| 3Y | +55.3% | +229.1% | -173.8% | +10.5% |
| 5Y | +37.7% | +136.0% | -98.3% | -1.1% |
| 10Y | +54.0% | +1,155.3% | -1,101.3% | -36.2% |
| All | +54.0% | +1,152.9% | -1,098.9% | -36.2% |
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