+136.0%
UPRO vs PFG
+110.7%
+25.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | 0.0% |
| 7D | +1.5% | +6.0% | -4.5% | -5.9% |
| 30D | -3.7% | +2.2% | -5.9% | -6.7% |
| 3M | +8.0% | +10.4% | -2.4% | -6.2% |
| 6M | +38.7% | +27.8% | +10.9% | -0.1% |
| YTD | +29.5% | +33.6% | -4.1% | -12.7% |
| 1Y | +46.1% | +49.3% | -3.2% | -15.5% |
| 3Y | +229.1% | +69.7% | +159.4% | +62.2% |
| 5Y | +136.0% | +111.3% | +24.7% | -9.2% |
| All | +136.0% | +110.7% | +25.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling