+170.0%
PBF vs UVXY
-70.9%
+240.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +4.3% | -5.0% | +9.3% | +4.6% |
| 30D | +22.0% | -20.5% | +42.5% | +23.4% |
| 3M | +74.5% | -36.6% | +111.1% | +78.0% |
| 6M | +67.7% | -56.9% | +124.6% | +81.3% |
| YTD | +179.2% | -51.2% | +230.4% | +206.2% |
| 1Y | +170.0% | -69.8% | +239.8% | +197.9% |
| All | +170.0% | -70.9% | +240.9% | +197.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling