+32.8%
PFE vs UVXY
-100.0%
+132.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.0% | -0.2% |
| 7D | -2.6% | +2.8% | -5.4% | -2.4% |
| 30D | +5.4% | -11.4% | +16.7% | +4.6% |
| 3M | +7.8% | -41.5% | +49.3% | +4.4% |
| 6M | +5.0% | -61.0% | +66.1% | -0.3% |
| YTD | +17.1% | -49.8% | +66.9% | +13.8% |
| 1Y | +19.3% | -66.4% | +85.8% | +13.8% |
| 3Y | -0.9% | -94.8% | +93.8% | -9.4% |
| 5Y | -20.8% | -99.7% | +78.9% | -36.9% |
| All | +32.8% | -100.0% | +132.8% | -15.8% |
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