-19.2%
PCG vs UVXY
-94.7%
+75.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.1% | +8.1% | -1.5% |
| 7D | -2.2% | +2.3% | -4.6% | -1.5% |
| 30D | -0.5% | +4.0% | -4.5% | +0.6% |
| 3M | -24.0% | -21.6% | -2.4% | -24.4% |
| 6M | -18.6% | -55.1% | +36.4% | -21.5% |
| YTD | -17.7% | -53.7% | +36.1% | -19.5% |
| 1Y | -20.0% | -66.7% | +46.7% | -23.3% |
| All | -19.2% | -94.7% | +75.5% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling