+220.1%
PFE vs UVXY
-100.0%
+320.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +1.8% | -5.0% | +6.7% | +1.4% |
| 30D | +10.2% | -20.5% | +30.8% | +8.6% |
| 3M | +12.7% | -36.6% | +49.3% | +9.7% |
| 6M | +10.5% | -56.9% | +67.5% | +5.7% |
| YTD | +20.2% | -51.2% | +71.4% | +16.4% |
| 1Y | +24.1% | -69.8% | +93.8% | +17.2% |
| 3Y | -3.6% | -95.1% | +91.5% | -12.4% |
| 5Y | -20.9% | -99.7% | +78.8% | -36.6% |
| 10Y | +35.8% | -100.0% | +135.8% | -13.5% |
| All | +220.1% | -100.0% | +320.1% | +17.0% |
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