+19.8%
UPRO vs PEGA
-46.7%
+66.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | +9.7% | -4.6% | +14.2% | +10.3% |
| 30D | -9.8% | -6.8% | -3.0% | -9.0% |
| 3M | -9.1% | +2.6% | -11.7% | -9.7% |
| 6M | +0.9% | -5.4% | +6.3% | +1.7% |
| YTD | +21.9% | -46.0% | +67.9% | +41.6% |
| 1Y | +19.8% | -45.6% | +65.4% | +38.4% |
| All | +19.8% | -46.7% | +66.5% | +38.4% |
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