+100.0%
PBR vs UPRO
+218.6%
-118.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | +17.5% | -5.0% | +22.6% | +18.3% |
| 3M | +20.9% | +7.5% | +13.4% | +19.0% |
| 6M | +20.2% | +33.2% | -13.0% | +13.3% |
| YTD | +84.3% | +27.7% | +56.6% | +74.7% |
| 1Y | +77.1% | +43.0% | +34.1% | +63.3% |
| All | +100.0% | +218.6% | -118.6% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling