+218.5%
PWR vs UVXY
-94.8%
+313.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.8% | +11.9% | +4.0% |
| 7D | +4.2% | +2.8% | +1.4% | +4.8% |
| 30D | -4.0% | -11.4% | +7.3% | -5.7% |
| 3M | -4.8% | -41.5% | +36.7% | -11.6% |
| 6M | +14.6% | -61.0% | +75.7% | +1.9% |
| YTD | +54.2% | -49.8% | +104.1% | +45.0% |
| 1Y | +67.1% | -66.4% | +133.6% | +50.5% |
| 3Y | +218.5% | -94.8% | +313.2% | +174.6% |
| All | +218.5% | -94.8% | +313.3% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling