+253.2%
PG vs UVXY
-100.0%
+353.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.4% | +1.3% |
| 7D | -0.8% | +2.8% | -3.6% | -0.6% |
| 30D | +0.8% | -11.4% | +12.2% | +0.3% |
| 3M | -1.3% | -41.5% | +40.2% | -3.7% |
| 6M | -3.8% | -61.0% | +57.2% | -7.5% |
| YTD | +3.6% | -49.8% | +53.5% | +1.4% |
| 1Y | -5.7% | -66.4% | +60.7% | -9.2% |
| 3Y | +1.6% | -94.8% | +96.4% | -5.7% |
| 5Y | +14.6% | -99.7% | +114.3% | -4.1% |
| 10Y | +121.2% | -100.0% | +221.2% | +54.3% |
| All | +253.2% | -100.0% | +353.2% | +70.9% |
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