Nobody knows, it's a big mystery. It's mysterious partly because it shouldn't exist. If you do the math a very high energy proton should have a reasonable upper

Nobody knows, it's a big mystery. It's mysterious partly because it shouldn't exist. If you do the math a very high energy proton should have a reasonable upper energy limit. Because protons are charged and at high enough speeds the cosmic microwave background actually slows them down (because it becomes significantly blue shifted). So that means either this particle came from our own galaxy over a short distance or something else is going on that we haven't accounted for. There are candidates for what would give rise to such a particle, but observations are sparse so we haven't had much chance to test any theories.