+50.4%
PRU vs UPRO
+210.8%
-160.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.9% |
| 7D | +2.4% | -8.7% | +11.1% | +5.1% |
| 30D | +6.1% | -16.9% | +23.0% | +11.9% |
| 3M | -0.7% | -15.3% | +14.5% | +3.9% |
| 6M | +22.1% | -5.7% | +27.8% | +22.5% |
| YTD | +9.8% | +12.1% | -2.3% | +3.4% |
| 1Y | +19.4% | +16.4% | +2.9% | +10.7% |
| 3Y | +50.4% | +210.5% | -160.2% | -0.5% |
| All | +50.4% | +210.8% | -160.5% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling