+229.1%
UPRO vs PFG
+71.3%
+157.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.2% |
| 7D | +1.5% | +6.0% | -4.5% | -5.1% |
| 30D | -3.7% | +2.2% | -5.9% | -6.3% |
| 3M | +8.0% | +10.4% | -2.4% | -4.8% |
| 6M | +38.7% | +27.8% | +10.9% | +2.8% |
| YTD | +29.5% | +33.6% | -4.1% | -9.7% |
| 1Y | +46.1% | +49.3% | -3.2% | -11.8% |
| 3Y | +229.1% | +69.7% | +159.4% | +77.7% |
| All | +229.1% | +71.3% | +157.8% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling