+365.6%
PSA vs UVXY
-100.0%
+465.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.3% |
| 7D | -3.6% | +11.0% | -14.7% | -3.0% |
| 30D | -9.4% | -8.8% | -0.6% | -9.8% |
| 3M | -8.2% | -41.9% | +33.7% | -10.9% |
| 6M | -1.8% | -61.2% | +59.3% | -6.4% |
| YTD | +15.7% | -46.2% | +61.9% | +13.3% |
| 1Y | +6.3% | -65.2% | +71.5% | +1.9% |
| 3Y | +21.6% | -94.6% | +116.1% | +12.5% |
| 5Y | +13.5% | -99.7% | +113.1% | -5.5% |
| 10Y | +101.3% | -100.0% | +201.3% | +35.2% |
| All | +365.6% | -100.0% | +465.6% | +65.2% |
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