+12,127.5%
UPRO vs PFG
+997.9%
+11,129.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.0% | +2.9% | +2.3% |
| 7D | -0.9% | +2.3% | -3.2% | -2.9% |
| 30D | -11.4% | +7.6% | -19.0% | -18.3% |
| 3M | -10.9% | +2.5% | -13.4% | -13.9% |
| 6M | -0.5% | +16.6% | -17.2% | -18.6% |
| YTD | +19.9% | +34.1% | -14.2% | -16.9% |
| 1Y | +24.2% | +44.1% | -19.9% | -21.0% |
| 3Y | +236.9% | +86.3% | +150.7% | +62.1% |
| 5Y | +96.6% | +101.6% | -5.0% | -8.5% |
| 10Y | +1,091.6% | +197.9% | +893.7% | +272.3% |
| All | +12,127.5% | +997.9% | +11,129.6% | +1,084.7% |
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 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