+456.7%
PWR vs UPRO
+136.1%
+320.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +3.0% |
| 7D | +4.5% | +1.5% | +3.1% | +3.9% |
| 30D | -4.9% | -3.7% | -1.2% | -3.5% |
| 3M | -7.9% | +8.0% | -15.9% | -10.8% |
| 6M | +18.3% | +38.7% | -20.3% | +3.3% |
| YTD | +51.5% | +29.5% | +22.0% | +35.4% |
| 1Y | +70.3% | +46.1% | +24.2% | +45.1% |
| 3Y | +210.6% | +229.1% | -18.5% | +89.1% |
| 5Y | +456.7% | +136.0% | +320.7% | +264.0% |
| All | +456.7% | +136.1% | +320.5% | +264.0% |
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