+163.9%
PCAR vs UVXY
-99.7%
+263.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.2% |
| 7D | -0.2% | +2.3% | -2.5% | +0.1% |
| 30D | -6.9% | -15.0% | +8.1% | -8.5% |
| 3M | +2.1% | -39.8% | +41.9% | -2.9% |
| 6M | +1.6% | -60.0% | +61.6% | -6.5% |
| YTD | +12.2% | -48.8% | +61.1% | +7.5% |
| 1Y | +28.0% | -67.3% | +95.3% | +18.3% |
| 3Y | +61.0% | -94.8% | +155.8% | +38.7% |
| 5Y | +163.9% | -99.7% | +263.6% | +81.1% |
| All | +163.9% | -99.7% | +263.6% | +81.1% |
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