+343.4%
PBF vs UVXY
-100.0%
+443.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | +0.1% |
| 7D | +1.4% | +2.3% | -0.9% | +1.7% |
| 30D | +15.8% | -15.0% | +30.9% | +12.9% |
| 3M | +90.3% | -39.8% | +130.1% | +76.4% |
| 6M | +102.8% | -60.0% | +162.9% | +76.4% |
| YTD | +187.3% | -48.8% | +236.2% | +164.1% |
| 1Y | +161.8% | -67.3% | +229.1% | +127.6% |
| 3Y | +55.5% | -94.8% | +150.3% | +23.8% |
| 5Y | +801.9% | -99.7% | +901.6% | +442.6% |
| 10Y | +362.2% | -100.0% | +462.2% | +95.1% |
| All | +343.4% | -100.0% | +443.4% | +32.5% |
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