-11.3%
PCG vs UVXY
-66.8%
+55.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.1% | -1.8% |
| 7D | -3.5% | +2.8% | -6.3% | -3.4% |
| 30D | -20.6% | -11.4% | -9.2% | -21.0% |
| 3M | -17.6% | -41.5% | +23.9% | -19.3% |
| 6M | -23.5% | -61.0% | +37.6% | -26.6% |
| YTD | -13.6% | -49.8% | +36.2% | -15.7% |
| 1Y | -11.3% | -66.4% | +55.1% | -13.4% |
| All | -11.3% | -66.8% | +55.5% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling