+162.8%
PAAS vs UVXY
-100.0%
+262.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.3% |
| 7D | -2.9% | -5.0% | +2.1% | -3.2% |
| 30D | +6.8% | -20.5% | +27.3% | +5.1% |
| 3M | -2.9% | -36.6% | +33.7% | -5.3% |
| 6M | -16.4% | -56.9% | +40.5% | -19.9% |
| YTD | 0.0% | -51.2% | +51.2% | -2.8% |
| 1Y | +54.3% | -69.8% | +124.1% | +46.3% |
| 3Y | +230.7% | -95.1% | +325.7% | +204.8% |
| 5Y | +111.6% | -99.7% | +211.3% | +75.5% |
| 10Y | +211.7% | -100.0% | +311.7% | +109.6% |
| All | +162.8% | -100.0% | +262.8% | -19.5% |
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 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