+43.7%
PYPL vs UVXY
-100.0%
+143.7%
-87.3%
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% | -1.5% |
| 7D | -4.3% | +2.3% | -6.6% | -4.0% |
| 30D | -11.5% | -15.0% | +3.6% | -13.5% |
| 3M | +26.1% | -39.8% | +66.0% | +17.9% |
| 6M | +13.7% | -60.0% | +73.7% | +1.6% |
| YTD | -9.8% | -48.8% | +39.0% | -14.9% |
| 1Y | -22.1% | -67.3% | +45.2% | -29.9% |
| 3Y | -13.5% | -94.8% | +81.3% | -27.5% |
| 5Y | -81.6% | -99.7% | +18.1% | -87.8% |
| 10Y | +38.8% | -100.0% | +138.8% | -35.8% |
| All | +43.7% | -100.0% | +143.7% | -39.9% |
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