+1,232.5%
UPRO vs PHM
+545.0%
+687.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.6% |
| 7D | -1.3% | -3.9% | +2.5% | +1.9% |
| 30D | -5.0% | -8.6% | +3.5% | +1.8% |
| 3M | +7.5% | -2.9% | +10.4% | +8.4% |
| 6M | +33.2% | -5.7% | +38.9% | +37.0% |
| YTD | +27.7% | +1.9% | +25.9% | +21.4% |
| 1Y | +43.0% | -12.3% | +55.4% | +52.4% |
| 3Y | +224.4% | +50.8% | +173.7% | +100.3% |
| 5Y | +135.9% | +157.3% | -21.4% | -9.0% |
| 10Y | +1,232.5% | +566.5% | +666.0% | +182.5% |
| All | +1,232.5% | +545.0% | +687.5% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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