+73.4%
PGR vs UVXY
-94.8%
+168.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.4% | +0.6% |
| 7D | -0.6% | +2.8% | -3.4% | -0.6% |
| 30D | +4.9% | -11.4% | +16.3% | +4.8% |
| 3M | +7.6% | -41.5% | +49.2% | +6.8% |
| 6M | +8.3% | -61.0% | +69.3% | +6.6% |
| YTD | +1.7% | -49.8% | +51.6% | +1.1% |
| 1Y | -6.8% | -66.4% | +59.6% | -8.1% |
| 3Y | +73.4% | -94.8% | +168.2% | +69.1% |
| All | +73.4% | -94.8% | +168.3% | +69.1% |
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