-70.5%
UVXY vs PCOR
+4.0%
-74.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +19.7% | -33.8% | -9.3% |
| 7D | -6.3% | +21.8% | -28.1% | -0.8% |
| 30D | -2.7% | +39.5% | -42.2% | +5.8% |
| 3M | -29.9% | +35.2% | -65.2% | -24.1% |
| 6M | -56.5% | +21.7% | -78.2% | -54.2% |
| YTD | -54.8% | +3.9% | -58.7% | -56.4% |
| 1Y | -70.5% | +6.9% | -77.5% | -71.0% |
| All | -70.5% | +4.0% | -74.6% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling