+274.7%
PBR vs UVXY
-100.0%
+374.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +3.0% |
| 7D | +4.2% | +11.0% | -6.8% | +6.0% |
| 30D | +22.7% | -8.8% | +31.5% | +21.1% |
| 3M | +21.5% | -41.9% | +63.4% | +12.1% |
| 6M | +24.0% | -61.2% | +85.2% | +8.7% |
| YTD | +88.2% | -46.2% | +134.4% | +76.3% |
| 1Y | +74.8% | -65.2% | +140.0% | +55.1% |
| 3Y | +105.1% | -94.6% | +199.7% | +62.6% |
| 5Y | +572.2% | -99.7% | +671.9% | +287.0% |
| 10Y | +692.7% | -100.0% | +792.7% | +178.8% |
| All | +274.7% | -100.0% | +374.7% | -59.4% |
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