+200.3%
PWR vs UPRO
+240.0%
-39.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | -8.6% | -0.9% | -7.7% | -8.3% |
| 3M | -13.2% | +1.9% | -15.1% | -14.3% |
| 6M | +9.9% | +33.1% | -23.2% | -4.7% |
| YTD | +48.0% | +31.8% | +16.2% | +28.4% |
| 1Y | +66.2% | +48.3% | +17.9% | +36.3% |
| All | +200.3% | +240.0% | -39.7% | +54.6% |
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 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