-100.0%
UVXY vs PEG
+292.9%
-392.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.3% | +4.9% |
| 7D | +11.0% | -0.9% | +11.9% | +9.1% |
| 30D | -8.8% | -2.8% | -6.0% | -13.7% |
| 3M | -41.9% | -6.9% | -35.0% | -49.6% |
| 6M | -61.2% | -11.4% | -49.8% | -69.2% |
| YTD | -46.2% | -7.4% | -38.8% | -53.6% |
| 1Y | -65.2% | -8.3% | -56.9% | -70.3% |
| 3Y | -94.6% | +31.5% | -126.1% | -88.3% |
| 5Y | -99.7% | +38.0% | -137.6% | -99.1% |
| 10Y | -100.0% | +148.3% | -248.3% | -100.0% |
| All | -100.0% | +292.9% | -392.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling