+16.4%
UPRO vs PENG
+88.9%
-72.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.5% | -2.2% |
| 7D | -8.7% | -19.4% | +10.8% | -4.5% |
| 30D | -16.9% | -42.4% | +25.5% | -6.5% |
| 3M | -15.3% | -25.6% | +10.4% | -11.3% |
| 6M | -5.7% | +7.3% | -13.0% | -18.1% |
| YTD | +12.1% | +113.9% | -101.8% | -28.6% |
| 1Y | +16.4% | +93.6% | -77.1% | -22.9% |
| All | +16.4% | +88.9% | -72.5% | -22.9% |
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