+46.1%
UPRO vs PEGA
-35.6%
+81.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.1% |
| 7D | +1.5% | -2.4% | +3.9% | +1.8% |
| 30D | -3.7% | +9.6% | -13.3% | -5.1% |
| 3M | +8.0% | +2.3% | +5.7% | +7.9% |
| 6M | +38.7% | -23.9% | +62.5% | +45.8% |
| YTD | +29.5% | -39.8% | +69.3% | +44.2% |
| 1Y | +46.1% | -37.4% | +83.5% | +60.6% |
| All | +46.1% | -35.6% | +81.7% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling