+231.9%
UPRO vs PTC
+29.2%
+202.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | -3.8% | +0.5% | -4.3% | -4.0% |
| 30D | -8.9% | +0.9% | -9.8% | -9.2% |
| 3M | -7.4% | +30.4% | -37.8% | -20.3% |
| 6M | +1.6% | +34.4% | -32.9% | -15.3% |
| YTD | +23.2% | +12.6% | +10.6% | +19.1% |
| 1Y | +21.2% | +10.2% | +11.1% | +19.6% |
| All | +231.9% | +29.2% | +202.7% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling