+303.0%
PBF vs UPRO
+3,884.0%
-3,581.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.0% | -3.6% | +0.1% |
| 7D | -7.4% | -0.9% | -6.5% | -7.5% |
| 30D | -17.5% | -11.4% | -6.0% | -13.3% |
| 3M | +13.1% | -10.9% | +24.0% | +17.8% |
| 6M | +72.6% | -0.5% | +73.2% | +67.5% |
| YTD | +161.2% | +19.9% | +141.3% | +123.2% |
| 1Y | +93.3% | +24.2% | +69.1% | +61.9% |
| 3Y | +80.7% | +236.9% | -156.3% | -16.4% |
| 5Y | +396.1% | +96.6% | +299.5% | +159.8% |
| 10Y | +252.3% | +1,091.6% | -839.3% | -39.7% |
| All | +303.0% | +3,884.0% | -3,581.0% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling