+699.6%
UPRO vs PENG
+520.3%
+179.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -23.0% | +9.9% | -3.7% |
| 7D | -14.4% | -36.7% | +22.3% | +1.7% |
| 30D | -18.2% | -42.0% | +23.8% | -1.0% |
| 3M | -16.4% | -33.2% | +16.8% | -6.3% |
| 6M | -2.6% | +2.1% | -4.7% | -17.2% |
| YTD | +11.1% | +90.3% | -79.1% | -30.4% |
| 1Y | +11.8% | +67.7% | -55.9% | -26.2% |
| 3Y | +209.9% | +154.2% | +55.7% | +55.9% |
| 5Y | +80.9% | +28.3% | +52.6% | +12.4% |
| All | +699.6% | +520.3% | +179.2% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling