+37.7%
PPL vs UVXY
-99.7%
+137.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | 0.0% |
| 7D | +1.8% | -4.7% | +6.5% | +1.6% |
| 30D | -1.1% | -17.1% | +16.0% | -1.8% |
| 3M | 0.0% | -39.9% | +40.0% | -1.8% |
| 6M | -7.6% | -66.9% | +59.3% | -11.2% |
| YTD | +1.7% | -50.1% | +51.8% | -0.1% |
| 1Y | +1.5% | -68.3% | +69.8% | -1.9% |
| 3Y | +55.3% | -95.0% | +150.2% | +43.7% |
| 5Y | +37.7% | -99.7% | +137.4% | +11.1% |
| All | +37.7% | -99.7% | +137.4% | +11.1% |
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