+2,521.4%
PWR vs UVXY
-100.0%
+2,621.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.8% | +11.9% | +4.2% |
| 7D | +4.2% | +2.8% | +1.4% | +4.7% |
| 30D | -4.0% | -11.4% | +7.3% | -5.6% |
| 3M | -4.8% | -41.5% | +36.7% | -10.9% |
| 6M | +14.6% | -61.0% | +75.7% | +3.1% |
| YTD | +54.2% | -49.8% | +104.1% | +46.1% |
| 1Y | +67.1% | -66.4% | +133.6% | +52.3% |
| 3Y | +218.5% | -94.8% | +313.2% | +173.9% |
| 5Y | +466.3% | -99.7% | +566.0% | +286.2% |
| All | +2,521.4% | -100.0% | +2,621.4% | +1,212.5% |
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