+1,248.2%
PANW vs UVXY
-100.0%
+1,348.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.8% | +4.5% | -3.2% |
| 7D | -0.8% | +2.8% | -3.6% | -0.4% |
| 30D | -14.6% | -11.4% | -3.2% | -15.9% |
| 3M | +18.3% | -41.5% | +59.8% | +10.9% |
| 6M | +100.5% | -61.0% | +161.5% | +80.5% |
| YTD | +79.5% | -49.8% | +129.4% | +69.6% |
| 1Y | +66.7% | -66.4% | +133.2% | +51.6% |
| 3Y | +161.2% | -94.8% | +256.0% | +123.2% |
| 5Y | +322.2% | -99.7% | +421.9% | +188.9% |
| All | +1,248.2% | -100.0% | +1,348.2% | +567.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling