+164.1%
PPL vs UVXY
-100.0%
+264.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +2.7% | -5.0% | +7.6% | +2.4% |
| 30D | +0.5% | -20.5% | +21.0% | -0.8% |
| 3M | +0.7% | -36.6% | +37.2% | -1.6% |
| 6M | -7.6% | -56.9% | +49.3% | -10.9% |
| YTD | +1.8% | -51.2% | +53.0% | -0.8% |
| 1Y | -0.8% | -69.8% | +69.0% | -5.4% |
| 3Y | +56.9% | -95.1% | +151.9% | +44.1% |
| 5Y | +39.5% | -99.7% | +139.2% | +15.5% |
| 10Y | +55.4% | -100.0% | +155.4% | +7.8% |
| All | +164.1% | -100.0% | +264.1% | +35.1% |
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 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