-81.1%
PYPL vs UPRO
+136.1%
-217.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | +1.7% | +1.5% | +0.3% | +1.1% |
| 30D | -9.7% | -3.7% | -6.0% | -8.1% |
| 3M | +29.2% | +8.0% | +21.2% | +23.5% |
| 6M | +13.9% | +38.7% | -24.8% | -4.5% |
| YTD | -8.1% | +29.5% | -37.7% | -20.5% |
| 1Y | -21.4% | +46.1% | -67.5% | -36.1% |
| 3Y | -11.8% | +229.1% | -240.9% | -56.0% |
| 5Y | -81.1% | +136.0% | -217.1% | -89.9% |
| All | -81.1% | +136.1% | -217.3% | -89.9% |
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