+111.0%
PBF vs UVXY
-70.8%
+181.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -14.1% | +7.4% | -5.4% |
| 7D | -0.9% | -6.3% | +5.4% | -0.3% |
| 30D | -13.7% | -2.7% | -11.0% | -13.6% |
| 3M | +10.6% | -29.9% | +40.6% | +14.0% |
| 6M | +61.2% | -56.5% | +117.7% | +73.1% |
| YTD | +172.7% | -54.8% | +227.5% | +210.5% |
| 1Y | +111.0% | -70.5% | +181.5% | +120.7% |
| All | +111.0% | -70.8% | +181.8% | +120.7% |
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