-0.7%
PFE vs UVXY
-94.7%
+94.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | +0.1% |
| 7D | -4.3% | +2.3% | -6.6% | -4.2% |
| 30D | +2.7% | -15.0% | +17.7% | +1.9% |
| 3M | +10.0% | -39.8% | +49.8% | +7.4% |
| 6M | +7.2% | -60.0% | +67.2% | +3.0% |
| YTD | +17.3% | -48.8% | +66.2% | +14.9% |
| 1Y | +20.3% | -67.3% | +87.6% | +15.7% |
| All | -0.7% | -94.7% | +94.0% | -12.1% |
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