+225.6%
UPRO vs PENG
+101.4%
+124.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -3.2% |
| 7D | +0.1% | +4.5% | -4.5% | -1.4% |
| 30D | -0.9% | -7.1% | +6.2% | +0.8% |
| 3M | +1.9% | -27.3% | +29.2% | +7.4% |
| 6M | +33.1% | +169.6% | -136.5% | -15.0% |
| YTD | +31.8% | +164.6% | -132.8% | -16.1% |
| 1Y | +48.3% | +109.5% | -61.2% | +1.2% |
| All | +225.6% | +101.4% | +124.2% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling