+43.0%
UPRO vs PFG
+47.8%
-4.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -1.3% | +3.2% | -4.5% | -3.3% |
| 30D | -5.0% | +0.9% | -6.0% | -5.6% |
| 3M | +7.5% | +7.7% | -0.2% | +1.5% |
| 6M | +33.2% | +29.0% | +4.3% | +8.2% |
| YTD | +27.7% | +32.5% | -4.7% | +1.7% |
| 1Y | +43.0% | +47.3% | -4.3% | +7.5% |
| All | +43.0% | +47.8% | -4.8% | +7.5% |
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