+170.0%
PBF vs UPRO
+51.4%
+118.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.5% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +22.0% | -0.9% | +22.9% | +21.8% |
| 3M | +74.5% | +1.9% | +72.6% | +74.9% |
| 6M | +67.7% | +33.1% | +34.6% | +84.2% |
| YTD | +179.2% | +31.8% | +147.4% | +204.3% |
| 1Y | +170.0% | +48.3% | +121.7% | +220.8% |
| All | +170.0% | +51.4% | +118.6% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 1y: compounded portfolio wealth divided by compounded UPRO 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…
1y analysis · Full analysis span regression · 6 months rolling