+11,332.2%
UPRO vs PEGA
+460.4%
+10,871.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.8% |
| 7D | -8.7% | -4.5% | -4.2% | -6.2% |
| 30D | -16.9% | -5.7% | -11.2% | -14.6% |
| 3M | -15.3% | +2.7% | -17.9% | -17.9% |
| 6M | -5.7% | -10.5% | +4.8% | -4.4% |
| YTD | +12.1% | -45.4% | +57.5% | +45.4% |
| 1Y | +16.4% | -44.7% | +61.2% | +49.7% |
| 3Y | +210.5% | +45.7% | +164.9% | +89.0% |
| 5Y | +82.4% | -45.3% | +127.7% | +93.3% |
| 10Y | +1,144.5% | +102.6% | +1,042.0% | +609.4% |
| All | +11,332.2% | +460.4% | +10,871.8% | +3,541.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling