-100.0%
UVXY vs PAYC
+358.9%
-458.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -5.4% |
| 7D | +2.8% | -5.5% | +8.3% | -2.7% |
| 30D | -11.4% | +3.8% | -15.1% | -7.5% |
| 3M | -41.5% | +65.8% | -107.3% | -0.9% |
| 6M | -61.0% | +68.7% | -129.7% | -33.7% |
| YTD | -49.8% | +38.3% | -88.2% | -31.4% |
| 1Y | -66.4% | -2.4% | -64.1% | -68.4% |
| 3Y | -94.8% | -21.5% | -73.2% | -95.3% |
| 5Y | -99.7% | -52.7% | -47.0% | -99.8% |
| All | -100.0% | +358.9% | -458.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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