+13,342.5%
UPRO vs PHM
+1,631.2%
+11,711.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.1% | -3.2% | +3.3% | +2.5% |
| 30D | -0.9% | -6.4% | +5.5% | +3.9% |
| 3M | +1.9% | +5.5% | -3.6% | -3.5% |
| 6M | +33.1% | -5.4% | +38.6% | +36.6% |
| YTD | +31.8% | +6.6% | +25.2% | +22.0% |
| 1Y | +48.3% | -8.8% | +57.1% | +52.9% |
| 3Y | +221.5% | +54.1% | +167.4% | +109.9% |
| 5Y | +136.7% | +144.5% | -7.7% | +10.8% |
| 10Y | +1,179.2% | +569.4% | +609.7% | +194.4% |
| All | +13,342.5% | +1,631.2% | +11,711.3% | +1,342.6% |
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