+101.3%
PSA vs UPRO
+1,162.5%
-1,061.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -9.6% | -5.0% | -4.5% | -8.7% |
| 3M | -7.9% | +7.5% | -15.4% | -9.5% |
| 6M | -2.0% | +33.2% | -35.2% | -7.9% |
| YTD | +15.7% | +27.7% | -12.0% | +9.4% |
| 1Y | +5.8% | +43.0% | -37.3% | -2.6% |
| 3Y | +21.6% | +224.4% | -202.9% | -8.3% |
| 5Y | +13.1% | +135.9% | -122.7% | -14.0% |
| 10Y | +101.3% | +1,232.5% | -1,131.3% | -3.2% |
| All | +101.3% | +1,162.5% | -1,061.3% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling