+12.2%
PCAR vs UVXY
-70.8%
+83.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -14.1% | +18.2% | +2.2% |
| 7D | +3.7% | -6.3% | +9.9% | +3.1% |
| 30D | -2.9% | -2.7% | -0.2% | -2.8% |
| 3M | -21.7% | -29.9% | +8.2% | -25.1% |
| 6M | -6.6% | -56.5% | +49.9% | -15.7% |
| YTD | -2.2% | -54.8% | +52.6% | -8.5% |
| 1Y | +12.2% | -70.5% | +82.8% | -0.3% |
| All | +12.2% | -70.8% | +83.0% | -0.3% |
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 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