+82.2%
PR vs UPRO
+1,102.3%
-1,020.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.4% |
| 7D | +6.7% | +9.7% | -3.0% | +3.2% |
| 30D | -6.1% | -9.8% | +3.6% | -3.5% |
| 3M | +6.9% | -9.1% | +16.0% | +9.2% |
| 6M | +14.6% | +0.9% | +13.7% | +11.3% |
| YTD | +66.1% | +21.9% | +44.2% | +47.8% |
| 1Y | +77.0% | +19.8% | +57.2% | +57.9% |
| 3Y | +93.8% | +227.4% | -133.5% | +13.4% |
| 5Y | +268.2% | +100.1% | +168.2% | +139.7% |
| All | +82.2% | +1,102.3% | -1,020.1% | +3.7% |
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 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