+40.1%
PYPL vs UVXY
-100.0%
+140.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.5% | -0.3% |
| 7D | -2.3% | +2.8% | -5.1% | -1.8% |
| 30D | -9.0% | -11.4% | +2.3% | -10.6% |
| 3M | +30.6% | -41.5% | +72.1% | +20.9% |
| 6M | +18.6% | -61.0% | +79.6% | +4.7% |
| YTD | -7.2% | -49.8% | +42.7% | -12.9% |
| 1Y | -19.3% | -66.4% | +47.2% | -27.5% |
| 3Y | -12.3% | -94.8% | +82.5% | -27.3% |
| 5Y | -80.9% | -99.7% | +18.8% | -87.9% |
| All | +40.1% | -100.0% | +140.1% | -30.6% |
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 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