+700.1%
PCAR vs UVXY
-100.0%
+800.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.7% |
| 7D | +4.9% | -22.1% | +27.0% | +2.5% |
| 30D | -1.4% | +8.2% | -9.6% | +1.1% |
| 3M | -18.1% | -12.3% | -5.8% | -17.8% |
| 6M | -4.0% | -51.0% | +47.0% | -9.0% |
| YTD | -1.5% | -49.9% | +48.5% | -4.1% |
| 1Y | +13.2% | -67.7% | +80.9% | +5.2% |
| 3Y | +35.8% | -94.1% | +129.9% | +20.3% |
| 5Y | +114.6% | -99.5% | +214.2% | +61.9% |
| 10Y | +289.6% | -100.0% | +389.6% | +104.3% |
| All | +700.1% | -100.0% | +800.1% | +59.1% |
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 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