+92.0%
PAAS vs UVXY
-100.0%
+192.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.3% |
| 7D | -8.9% | -22.1% | +13.1% | -10.4% |
| 30D | -11.4% | +8.2% | -19.6% | -9.7% |
| 3M | -20.4% | -12.3% | -8.1% | -19.9% |
| 6M | -40.7% | -51.0% | +10.3% | -42.3% |
| YTD | -26.9% | -49.9% | +23.0% | -27.7% |
| 1Y | -3.1% | -67.7% | +64.7% | -6.7% |
| 3Y | +199.3% | -94.1% | +293.4% | +181.6% |
| 5Y | +48.3% | -99.5% | +147.8% | +27.1% |
| 10Y | +197.6% | -100.0% | +297.6% | +104.1% |
| All | +92.0% | -100.0% | +192.0% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling