-69.8%
UVXY vs PEG
-7.0%
-62.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.6% |
| 7D | -5.0% | +0.7% | -5.7% | -4.6% |
| 30D | -20.5% | -2.4% | -18.1% | -21.7% |
| 3M | -36.6% | -4.8% | -31.8% | -38.3% |
| 6M | -56.9% | -10.7% | -46.2% | -59.6% |
| YTD | -51.2% | -6.7% | -44.5% | -52.5% |
| 1Y | -69.8% | -6.8% | -62.9% | -70.4% |
| All | -69.8% | -7.0% | -62.8% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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