+1,110.0%
UPRO vs PFG
+182.5%
+927.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.7% |
| 7D | +9.7% | +0.1% | +9.5% | +9.5% |
| 30D | -9.8% | +5.0% | -14.7% | -14.4% |
| 3M | -9.1% | +0.1% | -9.2% | -9.7% |
| 6M | +0.9% | +13.8% | -12.9% | -15.3% |
| YTD | +21.9% | +31.2% | -9.3% | -14.0% |
| 1Y | +19.8% | +37.1% | -17.3% | -19.9% |
| 3Y | +227.4% | +80.6% | +146.8% | +60.5% |
| 5Y | +100.1% | +93.7% | +6.4% | -4.3% |
| All | +1,110.0% | +182.5% | +927.5% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling