-76.3%
PCG vs UVXY
-100.0%
+23.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.1% | -2.4% |
| 7D | -3.5% | +2.8% | -6.3% | -3.2% |
| 30D | -20.6% | -11.4% | -9.2% | -21.6% |
| 3M | -17.6% | -41.5% | +23.9% | -21.9% |
| 6M | -23.5% | -61.0% | +37.6% | -29.8% |
| YTD | -13.6% | -49.8% | +36.2% | -17.8% |
| 1Y | -11.3% | -66.4% | +55.1% | -18.3% |
| 3Y | -16.9% | -94.8% | +77.8% | -28.9% |
| 5Y | +50.8% | -99.7% | +150.5% | +3.1% |
| All | -76.3% | -100.0% | +23.7% | -87.1% |
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 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