+378.1%
PSX vs UVXY
-100.0%
+478.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.1% | -0.5% |
| 7D | +1.7% | +2.8% | -1.1% | +2.1% |
| 30D | +15.6% | -11.4% | +27.0% | +14.0% |
| 3M | +46.5% | -41.5% | +88.0% | +37.6% |
| 6M | +55.0% | -61.0% | +116.1% | +39.4% |
| YTD | +105.3% | -49.8% | +155.1% | +93.2% |
| 1Y | +101.6% | -66.4% | +168.0% | +82.4% |
| 3Y | +134.1% | -94.8% | +228.9% | +97.3% |
| 5Y | +368.7% | -99.7% | +468.4% | +207.6% |
| All | +378.1% | -100.0% | +478.1% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling