+229.1%
UPRO vs PSKY
-12.8%
+241.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +1.5% | +2.4% | -0.9% | +1.1% |
| 30D | -3.7% | +17.5% | -21.2% | -5.9% |
| 3M | +8.0% | +4.4% | +3.5% | +7.1% |
| 6M | +38.7% | -9.0% | +47.7% | +39.6% |
| YTD | +29.5% | -18.6% | +48.1% | +31.9% |
| 1Y | +46.1% | -27.7% | +73.8% | +50.3% |
| 3Y | +229.1% | -16.9% | +245.9% | +208.9% |
| All | +229.1% | -12.8% | +241.9% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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