+54.2%
PCG vs UVXY
-99.7%
+153.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -4.0% |
| 7D | +6.5% | +2.3% | +4.2% | +6.7% |
| 30D | -16.7% | -15.0% | -1.7% | -17.9% |
| 3M | -14.2% | -39.8% | +25.7% | -17.5% |
| 6M | -21.5% | -60.0% | +38.6% | -26.5% |
| YTD | -11.2% | -48.8% | +37.7% | -14.4% |
| 1Y | -4.2% | -67.3% | +63.1% | -10.4% |
| 3Y | -14.9% | -94.8% | +80.0% | -25.6% |
| 5Y | +54.2% | -99.7% | +153.9% | +5.2% |
| All | +54.2% | -99.7% | +153.9% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling