+102.6%
PBR vs UVXY
-94.8%
+197.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +5.9% | -1.2% |
| 7D | +5.4% | +2.8% | +2.6% | +5.6% |
| 30D | +22.9% | -11.4% | +34.2% | +22.0% |
| 3M | +19.6% | -41.5% | +61.1% | +16.0% |
| 6M | +16.5% | -61.0% | +77.5% | +10.7% |
| YTD | +86.7% | -49.8% | +136.5% | +81.8% |
| 1Y | +74.7% | -66.4% | +141.2% | +66.5% |
| 3Y | +102.6% | -94.8% | +197.3% | +89.9% |
| All | +102.6% | -94.8% | +197.4% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling