+65.7%
PPL vs UPRO
+1,102.3%
-1,036.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -2.2% | +9.7% | -11.9% | -4.1% |
| 30D | +1.7% | -9.8% | +11.4% | +3.3% |
| 3M | +0.1% | -9.1% | +9.2% | +1.4% |
| 6M | -1.5% | +0.9% | -2.4% | -2.9% |
| YTD | +3.0% | +21.9% | -18.9% | -3.2% |
| 1Y | -1.4% | +19.8% | -21.2% | -7.1% |
| 3Y | +53.5% | +227.4% | -173.9% | +8.9% |
| 5Y | +46.4% | +100.1% | -53.7% | +9.2% |
| All | +65.7% | +1,102.3% | -1,036.6% | -29.5% |
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