-94.8%
UVXY vs PEGA
+54.2%
-149.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.2% | -5.9% |
| 7D | +2.8% | -3.0% | +5.8% | +1.1% |
| 30D | -11.4% | +15.9% | -27.3% | -2.9% |
| 3M | -41.5% | +10.8% | -52.4% | -37.7% |
| 6M | -61.0% | -16.5% | -44.5% | -65.0% |
| YTD | -49.8% | -39.0% | -10.8% | -63.8% |
| 1Y | -66.4% | -37.3% | -29.2% | -74.5% |
| 3Y | -94.8% | +59.2% | -153.9% | -90.4% |
| All | -94.8% | +54.2% | -149.0% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling