-13.0%
PYPL vs UVXY
-94.4%
+81.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +3.0% |
| 7D | -5.9% | +11.0% | -17.0% | -4.4% |
| 30D | -9.4% | -8.8% | -0.6% | -10.5% |
| 3M | +31.3% | -41.9% | +73.2% | +22.3% |
| 6M | +19.1% | -61.2% | +80.3% | +6.2% |
| YTD | -7.9% | -46.2% | +38.3% | -12.1% |
| 1Y | -17.9% | -65.2% | +47.3% | -25.1% |
| All | -13.0% | -94.4% | +81.5% | -28.0% |
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