+797.8%
PH vs UVXY
-100.0%
+897.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | +0.6% |
| 7D | -1.3% | +2.8% | -4.1% | -0.7% |
| 30D | -11.0% | -11.4% | +0.4% | -12.5% |
| 3M | +5.5% | -41.5% | +47.0% | -2.3% |
| 6M | +1.5% | -61.0% | +62.5% | -10.5% |
| YTD | +8.8% | -49.8% | +58.6% | +1.8% |
| 1Y | +24.5% | -66.4% | +90.9% | +11.0% |
| 3Y | +141.2% | -94.8% | +235.9% | +99.4% |
| 5Y | +256.3% | -99.7% | +356.0% | +121.3% |
| All | +797.8% | -100.0% | +897.8% | +305.8% |
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