+14.3%
PFE vs UPRO
+210.8%
-196.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.7% |
| 7D | -3.7% | -8.7% | +5.0% | -2.7% |
| 30D | +5.0% | -16.9% | +21.9% | +7.1% |
| 3M | +12.2% | -15.3% | +27.4% | +14.1% |
| 6M | +14.6% | -5.7% | +20.3% | +14.6% |
| YTD | +24.1% | +12.1% | +12.0% | +21.0% |
| 1Y | +26.6% | +16.4% | +10.1% | +22.6% |
| 3Y | +14.3% | +210.5% | -196.2% | +0.5% |
| All | +14.3% | +210.8% | -196.5% | +0.5% |
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