-40.7%
PAAS vs UVXY
-49.9%
+9.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | +0.3% |
| 7D | -8.9% | -22.1% | +13.1% | -13.6% |
| 30D | -11.4% | +8.2% | -19.6% | -6.0% |
| 3M | -20.4% | -12.3% | -8.1% | -22.2% |
| 6M | -40.7% | -51.0% | +10.3% | -56.5% |
| All | -40.7% | -49.9% | +9.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 6mo: compounded portfolio wealth divided by compounded UVXY 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…
6mo analysis · Full analysis span regression · 6 months rolling