+361.8%
PCAR vs UVXY
-100.0%
+461.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +1.1% |
| 7D | -1.6% | +11.0% | -12.6% | -0.4% |
| 30D | -7.3% | -8.8% | +1.5% | -8.1% |
| 3M | +7.8% | -41.9% | +49.7% | +2.1% |
| 6M | +3.6% | -61.2% | +64.8% | -5.0% |
| YTD | +12.9% | -46.2% | +59.1% | +8.8% |
| 1Y | +27.3% | -65.2% | +92.5% | +18.5% |
| 3Y | +61.9% | -94.6% | +156.5% | +41.5% |
| 5Y | +164.2% | -99.7% | +263.8% | +89.3% |
| All | +361.8% | -100.0% | +461.8% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling