+832.3%
PCAR vs UVXY
-100.0%
+932.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -0.5% | -5.0% | +4.5% | -1.0% |
| 30D | -6.2% | -20.5% | +14.3% | -8.6% |
| 3M | +5.9% | -36.6% | +42.5% | +1.4% |
| 6M | +0.4% | -56.9% | +57.3% | -6.4% |
| YTD | +14.8% | -51.2% | +66.0% | +9.4% |
| 1Y | +30.1% | -69.8% | +99.9% | +19.0% |
| 3Y | +66.7% | -95.1% | +161.7% | +44.0% |
| 5Y | +166.1% | -99.7% | +265.8% | +91.0% |
| 10Y | +353.7% | -100.0% | +453.7% | +130.6% |
| All | +832.3% | -100.0% | +932.3% | +81.6% |
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