+12,463.5%
UPRO vs PHM
+1,705.4%
+10,758.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +4.5% |
| 7D | -3.8% | -4.8% | +1.0% | -0.2% |
| 30D | -8.9% | +16.5% | -25.4% | -19.6% |
| 3M | -7.4% | -2.0% | -5.4% | -7.4% |
| 6M | +1.6% | +12.7% | -11.1% | -9.7% |
| YTD | +23.2% | +11.2% | +12.0% | +9.1% |
| 1Y | +21.2% | +7.7% | +13.5% | +9.6% |
| 3Y | +230.8% | +60.9% | +169.9% | +107.1% |
| 5Y | +106.7% | +167.7% | -61.0% | -10.4% |
| 10Y | +1,125.0% | +692.1% | +432.9% | +147.6% |
| All | +12,463.5% | +1,705.4% | +10,758.1% | +1,189.5% |
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 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