+1,843.9%
PH vs UVXY
-100.0%
+1,943.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.4% |
| 7D | +0.4% | -4.7% | +5.1% | -0.3% |
| 30D | -10.8% | -17.1% | +6.3% | -13.1% |
| 3M | +8.5% | -39.9% | +48.4% | +1.8% |
| 6M | +3.9% | -66.9% | +70.8% | -9.0% |
| YTD | +9.4% | -50.1% | +59.5% | +3.1% |
| 1Y | +26.8% | -68.3% | +95.1% | +13.6% |
| 3Y | +140.8% | -95.0% | +235.8% | +103.4% |
| 5Y | +253.8% | -99.7% | +353.5% | +138.9% |
| 10Y | +792.3% | -100.0% | +892.3% | +332.5% |
| All | +1,843.9% | -100.0% | +1,943.9% | +230.3% |
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