+97.7%
PRU vs UPRO
+1,087.5%
-989.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.4% |
| 7D | +3.6% | +7.4% | -3.8% | +0.4% |
| 30D | +8.9% | -7.9% | +16.8% | +11.9% |
| 3M | +0.2% | -12.0% | +12.2% | +4.7% |
| 6M | +23.7% | -2.0% | +25.7% | +22.2% |
| YTD | +13.7% | +20.4% | -6.6% | +2.0% |
| 1Y | +20.6% | +24.5% | -3.9% | +6.3% |
| 3Y | +56.3% | +224.4% | -168.0% | -15.4% |
| 5Y | +42.3% | +97.6% | -55.3% | -14.0% |
| All | +97.7% | +1,087.5% | -989.7% | -60.1% |
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