+29.8%
UPRO vs PFGC
+12.5%
+17.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +13.5% | -8.7% | +1.9% |
| 7D | -2.6% | +13.9% | -16.4% | -5.5% |
| 30D | -4.3% | +18.4% | -22.7% | -8.0% |
| 3M | -4.3% | -2.5% | -1.8% | -4.2% |
| 6M | +14.7% | +26.0% | -11.3% | +5.8% |
| YTD | +28.0% | +21.9% | +6.2% | +18.7% |
| 1Y | +29.8% | +13.4% | +16.5% | +20.6% |
| All | +29.8% | +12.5% | +17.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling