-99.8%
UVXY vs PCOR
-35.6%
-64.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.6% | +6.2% | -0.7% |
| 7D | +2.3% | -9.0% | +11.3% | -5.6% |
| 30D | -15.0% | -7.0% | -8.0% | -19.8% |
| 3M | -39.8% | +18.3% | -58.2% | -29.4% |
| 6M | -60.0% | -7.8% | -52.2% | -62.6% |
| YTD | -48.8% | -25.6% | -23.3% | -60.9% |
| 1Y | -67.3% | -22.7% | -44.6% | -73.0% |
| 3Y | -94.8% | -17.7% | -77.2% | -92.7% |
| 5Y | -99.7% | -42.0% | -57.6% | -99.5% |
| All | -99.8% | -35.6% | -64.3% | -99.7% |
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