+210.9%
PM vs UVXY
-100.0%
+310.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | +0.3% |
| 7D | +4.7% | +2.8% | +1.9% | +4.9% |
| 30D | +2.6% | -11.4% | +14.0% | +1.9% |
| 3M | +6.6% | -41.5% | +48.1% | +3.3% |
| 6M | +16.5% | -61.0% | +77.5% | +10.6% |
| YTD | +21.2% | -49.8% | +71.0% | +17.8% |
| 1Y | +17.9% | -66.4% | +84.4% | +12.4% |
| 3Y | +129.8% | -94.8% | +224.6% | +108.5% |
| 5Y | +133.0% | -99.7% | +232.7% | +82.6% |
| All | +210.9% | -100.0% | +310.9% | +96.3% |
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 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