+229.1%
UPRO vs PFGC
+63.1%
+166.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.4% |
| 7D | +1.5% | -2.4% | +3.9% | +3.2% |
| 30D | -3.7% | -15.8% | +12.0% | +8.3% |
| 3M | +8.0% | -0.6% | +8.6% | +6.3% |
| 6M | +38.7% | +10.7% | +28.0% | +24.5% |
| YTD | +29.5% | +7.6% | +21.9% | +16.0% |
| 1Y | +46.1% | -7.8% | +53.9% | +50.2% |
| 3Y | +229.1% | +63.7% | +165.4% | +101.3% |
| All | +229.1% | +63.1% | +166.0% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling