+136.0%
UPRO vs PHM
+152.9%
-16.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | +1.0% |
| 7D | +1.5% | -2.5% | +3.9% | +3.4% |
| 30D | -3.7% | -9.7% | +5.9% | +3.9% |
| 3M | +8.0% | +2.2% | +5.8% | +4.3% |
| 6M | +38.7% | -5.7% | +44.3% | +42.3% |
| YTD | +29.5% | +2.8% | +26.7% | +22.1% |
| 1Y | +46.1% | -14.4% | +60.5% | +58.8% |
| 3Y | +229.1% | +52.2% | +176.9% | +88.2% |
| 5Y | +136.0% | +154.3% | -18.3% | -26.5% |
| All | +136.0% | +152.9% | -16.9% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling