+158.4%
PPL vs UPRO
+12,035.6%
-11,877.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.2% | +14.0% | +3.4% |
| 7D | +1.0% | -14.4% | +15.4% | +3.8% |
| 30D | +6.8% | -18.2% | +25.1% | +10.7% |
| 3M | +3.9% | -16.4% | +20.3% | +7.0% |
| 6M | -2.0% | -2.6% | +0.6% | -2.7% |
| YTD | +5.3% | +11.1% | -5.9% | +1.1% |
| 1Y | +2.2% | +11.8% | -9.6% | -2.2% |
| 3Y | +56.7% | +209.9% | -153.2% | +14.9% |
| 5Y | +49.1% | +80.9% | -31.8% | +15.4% |
| 10Y | +63.6% | +1,134.2% | -1,070.5% | -26.3% |
| All | +158.4% | +12,035.6% | -11,877.2% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling