+224.4%
UPRO vs PPG
+2.6%
+221.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +7.4% | +0.7% | +6.7% | +6.8% |
| 30D | -7.9% | +17.6% | -25.5% | -20.3% |
| 3M | -12.0% | +7.5% | -19.5% | -17.6% |
| 6M | -2.0% | +17.6% | -19.6% | -16.7% |
| YTD | +20.4% | +22.6% | -2.2% | -5.1% |
| 1Y | +24.5% | +28.0% | -3.5% | -6.7% |
| 3Y | +224.4% | +1.8% | +222.6% | +189.9% |
| All | +224.4% | +2.6% | +221.8% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling