+243.5%
PLD vs UVXY
-100.0%
+343.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +0.2% |
| 7D | -1.2% | +2.8% | -4.0% | -0.8% |
| 30D | -3.5% | -11.4% | +7.8% | -4.7% |
| 3M | -7.1% | -41.5% | +34.4% | -12.0% |
| 6M | +2.6% | -61.0% | +63.6% | -6.0% |
| YTD | +8.0% | -49.8% | +57.8% | +3.0% |
| 1Y | +22.1% | -66.4% | +88.5% | +12.6% |
| 3Y | +22.3% | -94.8% | +117.0% | +6.5% |
| 5Y | +17.3% | -99.7% | +117.0% | -15.7% |
| All | +243.5% | -100.0% | +343.5% | +88.7% |
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