+134.5%
PSA vs UPRO
+1,130.0%
-995.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.8% |
| 7D | -2.1% | -3.8% | +1.7% | -1.6% |
| 30D | +16.2% | -8.9% | +25.1% | +17.8% |
| 3M | +4.3% | -7.4% | +11.8% | +5.3% |
| 6M | +9.9% | +1.6% | +8.3% | +8.4% |
| YTD | +33.3% | +23.2% | +10.1% | +26.2% |
| 1Y | +25.8% | +21.2% | +4.6% | +19.4% |
| 3Y | +54.8% | +230.8% | -176.0% | +16.0% |
| 5Y | +27.5% | +106.7% | -79.1% | -0.9% |
| 10Y | +134.5% | +1,125.0% | -990.5% | +25.7% |
| All | +134.5% | +1,130.0% | -995.5% | +25.7% |
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