+488.7%
PM vs UVXY
-100.0%
+588.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.7% |
| 7D | -1.2% | +2.3% | -3.5% | -1.0% |
| 30D | -0.2% | -15.0% | +14.9% | -1.2% |
| 3M | +4.9% | -39.8% | +44.7% | +1.8% |
| 6M | +9.0% | -60.0% | +69.1% | +3.7% |
| YTD | +17.8% | -48.8% | +66.6% | +14.6% |
| 1Y | +16.8% | -67.3% | +84.1% | +11.1% |
| 3Y | +125.4% | -94.8% | +220.3% | +104.7% |
| 5Y | +128.7% | -99.7% | +228.4% | +82.6% |
| 10Y | +211.8% | -100.0% | +311.8% | +97.2% |
| All | +488.7% | -100.0% | +588.7% | +130.9% |
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