+249.4%
PBF vs UPRO
+1,102.3%
-852.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.7% |
| 7D | +4.3% | +9.7% | -5.4% | -0.2% |
| 30D | -21.8% | -9.8% | -12.0% | -18.5% |
| 3M | +1.7% | -9.1% | +10.8% | +5.1% |
| 6M | +69.8% | +0.9% | +68.9% | +63.6% |
| YTD | +167.7% | +21.9% | +145.8% | +126.7% |
| 1Y | +89.0% | +19.8% | +69.2% | +60.8% |
| 3Y | +78.8% | +227.4% | -148.6% | -17.5% |
| 5Y | +415.4% | +100.1% | +315.3% | +164.5% |
| All | +249.4% | +1,102.3% | -852.9% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling