-66.8%
PINS vs UVXY
-99.7%
+32.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.5% | -11.7% | -8.8% |
| 7D | -13.9% | +2.3% | -16.1% | -13.4% |
| 30D | -25.0% | -15.0% | -10.0% | -27.2% |
| 3M | -16.6% | -39.8% | +23.2% | -23.7% |
| 6M | -7.0% | -60.0% | +53.1% | -19.8% |
| YTD | -29.4% | -48.8% | +19.5% | -34.7% |
| 1Y | -49.9% | -67.3% | +17.4% | -56.8% |
| 3Y | -33.6% | -94.8% | +61.2% | -49.5% |
| 5Y | -66.8% | -99.7% | +32.8% | -84.3% |
| All | -66.8% | -99.7% | +32.8% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling