+210.5%
UPRO vs PEGA
+43.4%
+167.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.9% |
| 7D | -8.7% | -4.5% | -4.2% | -7.4% |
| 30D | -16.9% | -5.7% | -11.2% | -15.6% |
| 3M | -15.3% | +2.6% | -17.8% | -16.6% |
| 6M | -5.7% | -10.6% | +4.9% | -4.2% |
| YTD | +12.1% | -45.5% | +57.6% | +33.1% |
| 1Y | +16.4% | -44.8% | +61.2% | +37.5% |
| 3Y | +210.5% | +45.5% | +165.0% | +151.5% |
| All | +210.5% | +43.4% | +167.1% | +151.5% |
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 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