+1,692.6%
PLTR vs UVXY
-100.0%
+1,792.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -1.8% |
| 7D | -5.3% | -4.7% | -0.6% | -6.4% |
| 30D | -1.0% | -17.1% | +16.1% | -5.1% |
| 3M | +24.8% | -39.9% | +64.7% | +11.8% |
| 6M | +8.4% | -66.9% | +75.2% | -13.7% |
| YTD | -4.2% | -50.1% | +45.9% | -13.9% |
| 1Y | +9.1% | -68.3% | +77.4% | -9.4% |
| 3Y | +1,025.6% | -95.0% | +1,120.5% | +764.2% |
| 5Y | +565.8% | -99.7% | +665.4% | +265.6% |
| All | +1,692.6% | -100.0% | +1,792.6% | +766.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling