+13,342.5%
UPRO vs PFG
+1,010.2%
+12,332.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | +0.6% |
| 7D | +0.1% | +5.5% | -5.5% | -6.4% |
| 30D | -0.9% | +2.4% | -3.3% | -4.0% |
| 3M | +1.9% | +13.6% | -11.6% | -13.7% |
| 6M | +33.1% | +27.9% | +5.2% | -1.6% |
| YTD | +31.8% | +35.6% | -3.8% | -9.7% |
| 1Y | +48.3% | +48.5% | -0.2% | -9.3% |
| 3Y | +221.5% | +66.9% | +154.6% | +75.9% |
| 5Y | +136.7% | +111.0% | +25.8% | +4.6% |
| 10Y | +1,179.2% | +244.5% | +934.7% | +239.0% |
| All | +13,342.5% | +1,010.2% | +12,332.3% | +1,187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling