+19.8%
UPRO vs PFG
+38.8%
-19.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | 0.0% |
| 7D | +9.7% | +0.1% | +9.5% | +9.5% |
| 30D | -9.8% | +5.0% | -14.7% | -11.6% |
| 3M | -9.1% | +0.1% | -9.2% | -8.9% |
| 6M | +0.9% | +13.8% | -12.9% | -9.5% |
| YTD | +21.9% | +31.2% | -9.3% | -3.8% |
| 1Y | +19.8% | +37.1% | -17.3% | -8.4% |
| All | +19.8% | +38.8% | -19.0% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling