-21.5%
PINS vs UVXY
-100.0%
+78.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.9% |
| 7D | +1.0% | -22.1% | +23.1% | -3.6% |
| 30D | -12.0% | +8.2% | -20.2% | -7.5% |
| 3M | -17.9% | -12.3% | -5.6% | -17.2% |
| 6M | -1.0% | -51.0% | +50.0% | -10.8% |
| YTD | -26.0% | -49.9% | +23.9% | -30.3% |
| 1Y | -28.5% | -67.7% | +39.3% | -38.3% |
| 3Y | -39.2% | -94.1% | +54.9% | -52.6% |
| 5Y | -58.3% | -99.5% | +41.2% | -76.4% |
| All | -21.5% | -100.0% | +78.5% | -68.6% |
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