-23.0%
PINS vs UVXY
-100.0%
+76.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.4% | +3.8% |
| 7D | -9.9% | +11.0% | -21.0% | -7.9% |
| 30D | -20.9% | -8.8% | -12.1% | -22.3% |
| 3M | -13.7% | -41.9% | +28.2% | -22.4% |
| 6M | -3.0% | -61.2% | +58.1% | -18.3% |
| YTD | -27.5% | -46.2% | +18.7% | -33.0% |
| 1Y | -46.8% | -65.2% | +18.4% | -54.3% |
| 3Y | -31.8% | -94.6% | +62.7% | -48.2% |
| 5Y | -65.4% | -99.7% | +34.3% | -82.4% |
| All | -23.0% | -100.0% | +76.9% | -69.8% |
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