+542.7%
PBR vs UVXY
-99.7%
+642.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +5.9% | -1.4% |
| 7D | +5.4% | +2.8% | +2.6% | +5.6% |
| 30D | +22.9% | -11.4% | +34.2% | +21.7% |
| 3M | +19.6% | -41.5% | +61.1% | +14.7% |
| 6M | +16.5% | -61.0% | +77.5% | +8.6% |
| YTD | +86.7% | -49.8% | +136.5% | +79.7% |
| 1Y | +74.7% | -66.4% | +141.2% | +63.6% |
| 3Y | +102.6% | -94.8% | +197.3% | +77.5% |
| All | +542.7% | -99.7% | +642.3% | +338.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling