+13,342.5%
UPRO vs PEGA
+545.6%
+12,796.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +0.1% | +3.3% | -3.2% | -1.8% |
| 30D | -0.9% | +17.7% | -18.6% | -10.2% |
| 3M | +1.9% | +5.8% | -3.9% | -4.4% |
| 6M | +33.1% | -20.3% | +53.4% | +44.4% |
| YTD | +31.8% | -37.1% | +68.9% | +59.6% |
| 1Y | +48.3% | -30.2% | +78.5% | +65.7% |
| 3Y | +221.5% | +48.1% | +173.4% | +97.2% |
| 5Y | +136.7% | -46.8% | +183.5% | +162.3% |
| 10Y | +1,179.2% | +191.3% | +987.9% | +503.1% |
| All | +13,342.5% | +545.6% | +12,796.9% | +3,895.2% |
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