+395.3%
PBF vs UPRO
+81.0%
+314.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -13.8% | -8.7% | -5.1% | -11.9% |
| 30D | -19.6% | -16.9% | -2.7% | -16.0% |
| 3M | +10.3% | -15.3% | +25.5% | +14.4% |
| 6M | +63.4% | -5.7% | +69.2% | +63.2% |
| YTD | +152.6% | +12.1% | +140.6% | +136.2% |
| 1Y | +87.4% | +16.4% | +70.9% | +72.8% |
| 3Y | +63.3% | +210.5% | -147.3% | +8.3% |
| All | +395.3% | +81.0% | +314.3% | +290.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling