+1,232.5%
UPRO vs PFGC
+287.3%
+945.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -1.3% | -3.7% | +2.4% | +0.8% |
| 30D | -5.0% | -16.0% | +10.9% | +4.4% |
| 3M | +7.5% | -4.1% | +11.6% | +9.2% |
| 6M | +33.2% | +8.7% | +24.5% | +25.6% |
| YTD | +27.7% | +6.4% | +21.4% | +20.5% |
| 1Y | +43.0% | -8.4% | +51.4% | +46.2% |
| 3Y | +224.4% | +61.8% | +162.7% | +144.4% |
| 5Y | +135.9% | +108.7% | +27.2% | +58.8% |
| 10Y | +1,232.5% | +298.1% | +934.4% | +713.7% |
| All | +1,232.5% | +287.3% | +945.2% | +713.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling