+12,333.2%
UPRO vs PHM
+1,669.2%
+10,664.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.5% |
| 7D | +9.7% | -6.1% | +15.8% | +14.8% |
| 30D | -9.8% | +13.7% | -23.5% | -19.0% |
| 3M | -9.1% | -1.5% | -7.6% | -9.4% |
| 6M | +0.9% | +11.3% | -10.4% | -9.5% |
| YTD | +21.9% | +8.9% | +13.0% | +9.6% |
| 1Y | +19.8% | +6.1% | +13.7% | +9.5% |
| 3Y | +227.4% | +57.7% | +169.7% | +108.0% |
| 5Y | +100.1% | +159.0% | -58.9% | -11.1% |
| 10Y | +1,112.3% | +676.2% | +436.1% | +148.7% |
| All | +12,333.2% | +1,669.2% | +10,664.0% | +1,195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling