-2.1%
PPL vs UVXY
-64.9%
+62.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -0.9% |
| 7D | -2.6% | +11.0% | -13.6% | -2.4% |
| 30D | -3.0% | -8.8% | +5.7% | -3.1% |
| 3M | -3.9% | -41.9% | +38.0% | -4.4% |
| 6M | -8.9% | -61.2% | +52.3% | -9.9% |
| YTD | -0.8% | -46.2% | +45.4% | -1.2% |
| 1Y | -2.1% | -65.2% | +63.1% | -4.5% |
| All | -2.1% | -64.9% | +62.8% | -4.5% |
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