+1,177.0%
UPRO vs PEGA
+187.4%
+989.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | +0.1% | +3.3% | -3.2% | -1.9% |
| 30D | -0.9% | +17.7% | -18.6% | -10.9% |
| 3M | +1.9% | +5.8% | -3.9% | -4.8% |
| 6M | +33.1% | -20.3% | +53.4% | +45.7% |
| YTD | +31.8% | -37.1% | +68.9% | +62.9% |
| 1Y | +48.3% | -30.2% | +78.5% | +67.2% |
| 3Y | +221.5% | +48.1% | +173.4% | +75.7% |
| 5Y | +136.7% | -46.8% | +183.5% | +198.7% |
| All | +1,177.0% | +187.4% | +989.6% | +423.5% |
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