+1,660.3%
PLTR vs UVXY
-100.0%
+1,760.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | -0.8% |
| 7D | -4.1% | +2.8% | -6.9% | -3.3% |
| 30D | -2.2% | -11.4% | +9.1% | -4.7% |
| 3M | +27.6% | -41.5% | +69.1% | +13.4% |
| 6M | +10.3% | -61.0% | +71.4% | -8.9% |
| YTD | -5.9% | -49.8% | +43.9% | -15.2% |
| 1Y | +1.7% | -66.4% | +68.2% | -14.2% |
| 3Y | +959.1% | -94.8% | +1,053.9% | +721.4% |
| 5Y | +536.3% | -99.7% | +636.0% | +247.5% |
| All | +1,660.3% | -100.0% | +1,760.3% | +753.2% |
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