+162.6%
PM vs UVXY
-99.5%
+262.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.3% |
| 7D | +0.5% | -22.1% | +22.6% | -0.2% |
| 30D | -3.2% | +8.2% | -11.4% | -2.4% |
| 3M | +6.2% | -12.3% | +18.6% | +6.4% |
| 6M | +7.7% | -51.0% | +58.7% | +5.8% |
| YTD | +27.3% | -49.9% | +77.2% | +26.1% |
| 1Y | +32.8% | -67.7% | +100.5% | +29.6% |
| 3Y | +150.0% | -94.1% | +244.1% | +136.3% |
| All | +162.6% | -99.5% | +262.1% | +125.4% |
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