+59.9%
PPL vs UPRO
+222.2%
-162.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +0.5% | -0.9% | +1.3% | +0.5% |
| 3M | +0.7% | +1.9% | -1.3% | +0.5% |
| 6M | -7.6% | +33.1% | -40.7% | -9.5% |
| YTD | +1.8% | +31.8% | -30.0% | -0.3% |
| 1Y | -0.8% | +48.3% | -49.0% | -3.8% |
| All | +59.9% | +222.2% | -162.3% | +32.9% |
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