+1,091.6%
UPRO vs PEGA
+99.2%
+992.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.9% | +10.9% | +9.4% |
| 7D | -0.9% | -10.0% | +9.1% | +5.6% |
| 30D | -11.4% | -12.7% | +1.2% | -4.5% |
| 3M | -10.9% | -4.6% | -6.3% | -10.3% |
| 6M | -0.5% | -13.1% | +12.5% | +2.5% |
| YTD | +19.9% | -47.6% | +67.5% | +63.6% |
| 1Y | +24.2% | -47.0% | +71.2% | +67.9% |
| 3Y | +236.9% | +42.0% | +194.9% | +79.6% |
| 5Y | +96.6% | -47.8% | +144.4% | +133.4% |
| 10Y | +1,091.6% | +92.0% | +999.6% | +541.3% |
| All | +1,091.6% | +99.2% | +992.4% | +541.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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