-76.0%
PCG vs UVXY
-100.0%
+24.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.6% |
| 7D | +2.2% | -22.1% | +24.2% | -0.2% |
| 30D | +0.8% | +8.2% | -7.4% | +3.1% |
| 3M | -23.8% | -12.3% | -11.5% | -23.7% |
| 6M | -19.6% | -51.0% | +31.4% | -24.0% |
| YTD | -16.7% | -49.9% | +33.2% | -19.5% |
| 1Y | -19.4% | -67.7% | +48.4% | -25.6% |
| 3Y | -18.3% | -94.1% | +75.8% | -29.0% |
| 5Y | +10.4% | -99.5% | +109.9% | -20.3% |
| All | -76.0% | -100.0% | +24.0% | -86.4% |
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