+210.5%
UPRO vs PENG
+184.4%
+26.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.5% | -3.4% |
| 7D | -8.7% | -19.4% | +10.8% | -2.9% |
| 30D | -16.9% | -42.4% | +25.5% | -2.0% |
| 3M | -15.3% | -25.6% | +10.4% | -10.2% |
| 6M | -5.7% | +7.3% | -13.0% | -21.5% |
| YTD | +12.1% | +113.9% | -101.8% | -33.6% |
| 1Y | +16.4% | +93.6% | -77.1% | -28.1% |
| 3Y | +210.5% | +170.2% | +40.3% | +39.4% |
| All | +210.5% | +184.4% | +26.2% | +39.4% |
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