+21.2%
UPRO vs PENG
+120.3%
-99.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.3% | -6.4% | +1.3% |
| 7D | -3.8% | +1.9% | -5.6% | -4.6% |
| 30D | -8.9% | -37.8% | +28.9% | +0.5% |
| 3M | -7.4% | -14.1% | +6.7% | -6.6% |
| 6M | +1.6% | +13.1% | -11.6% | -12.1% |
| YTD | +23.2% | +151.8% | -128.6% | -26.1% |
| 1Y | +21.2% | +136.0% | -114.7% | -25.2% |
| All | +21.2% | +120.3% | -99.0% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling