+224.4%
UPRO vs PEGA
+46.3%
+178.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.6% |
| 7D | +7.4% | +0.1% | +7.3% | +7.2% |
| 30D | -7.9% | -4.1% | -3.7% | -7.0% |
| 3M | -12.0% | -2.8% | -9.2% | -11.9% |
| 6M | -2.0% | -0.4% | -1.5% | -3.8% |
| YTD | +20.4% | -45.4% | +65.8% | +42.6% |
| 1Y | +24.5% | -42.6% | +67.1% | +44.6% |
| 3Y | +224.4% | +45.4% | +179.0% | +170.6% |
| All | +224.4% | +46.3% | +178.0% | +170.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling