+762.3%
UPRO vs PENG
+661.7%
+100.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.3% | -2.3% | +3.2% |
| 7D | -0.9% | -3.8% | +2.9% | -0.8% |
| 30D | -11.4% | -40.1% | +28.7% | +6.1% |
| 3M | -10.9% | -21.8% | +10.9% | -6.6% |
| 6M | -0.5% | +3.3% | -3.9% | -15.2% |
| YTD | +19.9% | +133.6% | -113.8% | -31.2% |
| 1Y | +24.2% | +110.7% | -86.5% | -25.7% |
| 3Y | +236.9% | +204.3% | +32.7% | +57.2% |
| 5Y | +96.6% | +54.4% | +42.2% | +12.8% |
| All | +762.3% | +661.7% | +100.7% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling