-56.0%
PCG vs UVXY
-100.0%
+44.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.5% |
| 7D | -13.9% | -5.0% | -8.9% | -14.3% |
| 30D | -16.9% | -20.5% | +3.7% | -18.4% |
| 3M | -14.7% | -36.6% | +21.8% | -17.6% |
| 6M | -23.8% | -56.9% | +33.1% | -27.9% |
| YTD | -10.5% | -51.2% | +40.7% | -14.0% |
| 1Y | -5.1% | -69.8% | +64.7% | -11.6% |
| 3Y | -11.6% | -95.1% | +83.5% | -21.4% |
| 5Y | +59.0% | -99.7% | +158.7% | +23.0% |
| 10Y | -75.7% | -100.0% | +24.3% | -84.3% |
| All | -56.0% | -100.0% | +44.0% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling