-100.0%
UVXY vs PEGA
+184.6%
-284.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.2% | -5.4% |
| 7D | +2.8% | -3.0% | +5.8% | 0.0% |
| 30D | -11.4% | +15.9% | -27.3% | +2.7% |
| 3M | -41.5% | +10.8% | -52.4% | -35.7% |
| 6M | -61.0% | -16.5% | -44.5% | -67.3% |
| YTD | -49.8% | -39.0% | -10.8% | -69.7% |
| 1Y | -66.4% | -37.3% | -29.2% | -78.4% |
| 3Y | -94.8% | +59.2% | -153.9% | -85.5% |
| 5Y | -99.7% | -44.9% | -54.8% | -99.8% |
| All | -100.0% | +184.6% | -284.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling