+1,167.3%
UPRO vs PTC
+223.7%
+943.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | +4.4% |
| 7D | +0.1% | -10.3% | +10.3% | +10.3% |
| 30D | -0.9% | +1.1% | -2.0% | -3.2% |
| 3M | +1.9% | +1.6% | +0.3% | -4.6% |
| 6M | +33.1% | -13.5% | +46.6% | +43.5% |
| YTD | +31.8% | -19.1% | +50.8% | +50.2% |
| 1Y | +48.3% | -33.9% | +82.2% | +106.3% |
| 3Y | +221.5% | -3.9% | +225.4% | +201.4% |
| 5Y | +136.7% | +6.0% | +130.7% | +108.8% |
| All | +1,167.3% | +223.7% | +943.7% | +328.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling