+20.8%
PFE vs UPRO
+230.4%
-209.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -2.1% | +9.7% | -11.8% | -3.2% |
| 30D | +3.1% | -9.8% | +12.9% | +4.1% |
| 3M | +11.2% | -9.1% | +20.3% | +12.1% |
| 6M | +15.0% | +0.9% | +14.1% | +14.2% |
| YTD | +23.5% | +21.9% | +1.6% | +19.2% |
| 1Y | +18.9% | +19.8% | -0.9% | +14.9% |
| All | +20.8% | +230.4% | -209.7% | +9.4% |
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