+210.5%
UPRO vs PFG
+72.1%
+138.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +2.6% |
| 7D | -8.7% | -0.6% | -8.0% | -7.6% |
| 30D | -16.9% | +2.0% | -18.9% | -18.4% |
| 3M | -15.3% | -3.2% | -12.1% | -12.7% |
| 6M | -5.7% | +10.9% | -16.6% | -18.1% |
| YTD | +12.1% | +28.8% | -16.8% | -19.1% |
| 1Y | +16.4% | +39.2% | -22.7% | -23.7% |
| 3Y | +210.5% | +75.0% | +135.5% | +64.7% |
| All | +210.5% | +72.1% | +138.4% | +64.7% |
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