+47.1%
PPL vs UPRO
+95.9%
-48.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -0.4% | +7.4% | -7.8% | -1.3% |
| 30D | +2.6% | -7.9% | +10.5% | +3.4% |
| 3M | +0.8% | -12.0% | +12.8% | +2.1% |
| 6M | +1.4% | -2.0% | +3.4% | +0.9% |
| YTD | +4.3% | +20.4% | -16.1% | +0.5% |
| 1Y | +0.8% | +24.5% | -23.8% | -3.5% |
| 3Y | +57.9% | +224.4% | -166.5% | +23.4% |
| All | +47.1% | +95.9% | -48.8% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling