+3,438.6%
PWR vs UVXY
-100.0%
+3,538.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -1.6% |
| 7D | +2.7% | +2.3% | +0.4% | +3.0% |
| 30D | -5.1% | -15.0% | +9.9% | -7.1% |
| 3M | -9.4% | -39.8% | +30.4% | -14.2% |
| 6M | +10.4% | -60.0% | +70.5% | +0.6% |
| YTD | +48.6% | -48.8% | +97.5% | +41.9% |
| 1Y | +68.0% | -67.3% | +135.3% | +53.9% |
| 3Y | +204.7% | -94.8% | +299.6% | +165.8% |
| 5Y | +451.9% | -99.7% | +551.6% | +295.4% |
| 10Y | +2,425.3% | -100.0% | +2,525.3% | +1,169.8% |
| All | +3,438.6% | -100.0% | +3,538.6% | +620.2% |
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