+415.3%
PR vs UPRO
+137.3%
+278.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +18.0% | -0.9% | +18.9% | +18.2% |
| 3M | +16.9% | +1.9% | +14.9% | +14.6% |
| 6M | +28.2% | +33.1% | -4.9% | +11.4% |
| YTD | +69.3% | +31.8% | +37.5% | +47.0% |
| 1Y | +69.5% | +48.3% | +21.2% | +38.7% |
| 3Y | +81.7% | +221.5% | -139.8% | +1.0% |
| All | +415.3% | +137.3% | +278.0% | +225.6% |
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