-95.0%
UVXY vs PCOR
-17.1%
-77.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.4% | -0.7% |
| 7D | -4.7% | -6.9% | +2.2% | -10.8% |
| 30D | -17.1% | -1.5% | -15.5% | -17.8% |
| 3M | -39.9% | +18.5% | -58.4% | -29.0% |
| 6M | -66.9% | -4.7% | -62.2% | -69.2% |
| YTD | -50.1% | -22.8% | -27.3% | -64.8% |
| 1Y | -68.3% | -20.7% | -47.6% | -75.8% |
| 3Y | -95.0% | -14.6% | -80.4% | -93.1% |
| All | -95.0% | -17.1% | -77.9% | -93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling