+13,114.2%
UPRO vs PPG
+620.5%
+12,493.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | +1.7% |
| 7D | +1.5% | 0.0% | +1.4% | +1.3% |
| 30D | -3.7% | -7.8% | +4.1% | +7.0% |
| 3M | +8.0% | -2.2% | +10.2% | +9.0% |
| 6M | +38.7% | +4.1% | +34.5% | +25.7% |
| YTD | +29.5% | +9.1% | +20.5% | +7.4% |
| 1Y | +46.1% | +1.0% | +45.1% | +32.9% |
| 3Y | +229.1% | -13.3% | +242.4% | +268.0% |
| 5Y | +136.0% | -19.2% | +155.2% | +203.5% |
| 10Y | +1,155.3% | +25.9% | +1,129.3% | +787.0% |
| All | +13,114.2% | +620.5% | +12,493.7% | +587.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling