+137.1%
UPRO vs PSLV
+148.4%
-11.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | 0.0% |
| 7D | -6.0% | -4.9% | -1.1% | -4.4% |
| 30D | -5.8% | -1.9% | -3.9% | -5.4% |
| 3M | +10.8% | +4.2% | +6.6% | +8.7% |
| 6M | +31.6% | -27.6% | +59.2% | +45.1% |
| YTD | +25.4% | -11.7% | +37.1% | +19.2% |
| 1Y | +39.2% | +49.3% | -10.1% | +0.4% |
| 3Y | +218.5% | +167.1% | +51.4% | +65.5% |
| 5Y | +137.1% | +151.7% | -14.6% | +11.0% |
| All | +137.1% | +148.4% | -11.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling