+210.5%
UPRO vs PTC
+32.2%
+178.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -8.7% | -0.2% | -8.4% | -8.6% |
| 30D | -16.9% | +0.8% | -17.7% | -17.1% |
| 3M | -15.3% | +32.1% | -47.4% | -27.8% |
| 6M | -5.7% | +42.6% | -48.3% | -25.9% |
| YTD | +12.1% | +12.0% | +0.1% | +8.6% |
| 1Y | +16.4% | +12.2% | +4.3% | +12.5% |
| 3Y | +210.5% | +31.2% | +179.3% | +107.4% |
| All | +210.5% | +32.2% | +178.4% | +107.4% |
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