-69.8%
UVXY vs PEGA
-30.0%
-39.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.5% |
| 7D | -5.0% | +3.3% | -8.3% | -4.3% |
| 30D | -20.5% | +17.7% | -38.3% | -17.6% |
| 3M | -36.6% | +5.8% | -42.4% | -36.4% |
| 6M | -56.9% | -20.3% | -36.7% | -60.3% |
| YTD | -51.2% | -37.1% | -14.1% | -59.7% |
| 1Y | -69.8% | -30.2% | -39.6% | -72.2% |
| All | -69.8% | -30.0% | -39.8% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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