-99.8%
UVXY vs PCOR
-9.2%
-90.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.9% |
| 7D | -3.3% | +20.7% | -24.1% | +16.8% |
| 30D | +12.0% | +35.7% | -23.7% | +49.9% |
| 3M | -15.5% | +31.1% | -46.5% | +10.4% |
| 6M | -49.4% | +43.1% | -92.5% | -28.3% |
| YTD | -49.1% | +4.8% | -54.0% | -46.1% |
| 1Y | -63.7% | -3.7% | -60.0% | -64.2% |
| 3Y | -94.1% | +46.5% | -140.6% | -86.5% |
| 5Y | -99.6% | -17.3% | -82.3% | -99.0% |
| All | -99.8% | -9.2% | -90.6% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling