+170.8%
PPL vs UVXY
-100.0%
+270.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -20.2% | +20.0% | -1.4% |
| 7D | -1.2% | -5.6% | +4.4% | -1.0% |
| 30D | +4.2% | +12.8% | -8.6% | +5.6% |
| 3M | +1.5% | -14.8% | +16.4% | +1.4% |
| 6M | +1.0% | -49.0% | +50.1% | -1.6% |
| YTD | +4.4% | -48.8% | +53.2% | +2.7% |
| 1Y | +0.8% | -66.4% | +67.2% | -3.0% |
| 3Y | +56.5% | -94.4% | +150.9% | +44.9% |
| 5Y | +47.7% | -99.5% | +147.2% | +25.0% |
| 10Y | +64.4% | -100.0% | +164.4% | +15.7% |
| All | +170.8% | -100.0% | +270.8% | +39.9% |
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