+6,613.5%
UPRO vs PSLV
+115.4%
+6,498.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +1.5% | +2.7% | -1.2% | +0.6% |
| 30D | -3.7% | +3.5% | -7.2% | -4.9% |
| 3M | +8.0% | +0.3% | +7.7% | +7.5% |
| 6M | +38.7% | -21.0% | +59.7% | +48.1% |
| YTD | +29.5% | -8.9% | +38.5% | +26.3% |
| 1Y | +46.1% | +54.0% | -7.9% | +17.7% |
| 3Y | +229.1% | +175.4% | +53.6% | +115.6% |
| 5Y | +136.0% | +157.7% | -21.7% | +56.4% |
| 10Y | +1,155.3% | +184.9% | +970.3% | +680.5% |
| All | +6,613.5% | +115.4% | +6,498.1% | +3,521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling