+57.6%
PPL vs UVXY
-100.0%
+157.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.4% |
| 7D | 0.0% | +2.3% | -2.3% | +0.2% |
| 30D | -1.3% | -15.0% | +13.8% | -2.2% |
| 3M | -2.6% | -39.8% | +37.2% | -5.2% |
| 6M | -8.4% | -60.0% | +51.6% | -12.5% |
| YTD | +0.2% | -48.8% | +49.0% | -2.3% |
| 1Y | -0.2% | -67.3% | +67.1% | -4.7% |
| 3Y | +52.9% | -94.8% | +147.7% | +39.6% |
| 5Y | +36.8% | -99.7% | +136.5% | +10.0% |
| 10Y | +57.6% | -100.0% | +157.6% | +5.0% |
| All | +57.6% | -100.0% | +157.6% | +5.0% |
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