+65.2%
PR vs UPRO
+1,093.1%
-1,027.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -16.4% | -8.7% | -7.7% | -14.0% |
| 30D | -1.9% | -16.9% | +15.0% | +4.0% |
| 3M | +8.0% | -15.3% | +23.2% | +13.2% |
| 6M | +4.1% | -5.7% | +9.8% | +3.6% |
| YTD | +58.7% | +12.1% | +46.6% | +45.6% |
| 1Y | +75.8% | +16.4% | +59.4% | +58.3% |
| 3Y | +73.2% | +210.5% | -137.4% | +3.3% |
| 5Y | +230.1% | +82.4% | +147.7% | +122.4% |
| All | +65.2% | +1,093.1% | -1,027.9% | -3.3% |
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