-0.5%
PPL vs UVXY
-66.3%
+65.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.5% |
| 7D | -2.2% | -26.5% | +24.3% | -2.0% |
| 30D | +1.7% | +8.8% | -7.2% | +1.6% |
| 3M | +0.1% | -14.7% | +14.8% | 0.0% |
| 6M | -1.5% | -51.5% | +49.9% | -2.0% |
| YTD | +3.0% | -51.7% | +54.7% | +2.2% |
| All | -0.5% | -66.3% | +65.7% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling