-94.8%
UVXY vs PEG
+31.8%
-126.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -7.0% |
| 7D | +2.8% | -0.9% | +3.7% | +1.5% |
| 30D | -11.4% | -3.7% | -7.6% | -16.3% |
| 3M | -41.5% | -7.3% | -34.2% | -47.8% |
| 6M | -61.0% | -10.5% | -50.6% | -66.8% |
| YTD | -49.8% | -7.5% | -42.3% | -54.9% |
| 1Y | -66.4% | -8.7% | -57.7% | -70.2% |
| 3Y | -94.8% | +31.4% | -126.1% | -90.9% |
| All | -94.8% | +31.8% | -126.6% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling