+1,071.1%
UPRO vs PFGC
+366.4%
+704.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -2.9% | +15.0% | -17.9% | -10.5% |
| 30D | -12.4% | +17.0% | -29.4% | -20.4% |
| 3M | -11.9% | -2.5% | -9.4% | -11.6% |
| 6M | -1.7% | +19.2% | -20.9% | -12.7% |
| YTD | +18.5% | +23.4% | -4.9% | +2.0% |
| 1Y | +17.5% | +13.9% | +3.6% | +5.7% |
| 3Y | +218.4% | +82.0% | +136.4% | +122.5% |
| 5Y | +99.1% | +128.7% | -29.6% | +26.4% |
| 10Y | +1,071.1% | +361.5% | +709.6% | +586.2% |
| All | +1,071.1% | +366.4% | +704.7% | +586.2% |
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