-99.7%
UVXY vs PEGA
-47.2%
-52.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +6.4% |
| 7D | +11.0% | -5.3% | +16.3% | +7.3% |
| 30D | -8.8% | +8.3% | -17.1% | -3.7% |
| 3M | -41.9% | +8.9% | -50.8% | -38.5% |
| 6M | -61.2% | -19.7% | -41.5% | -66.1% |
| YTD | -46.2% | -39.9% | -6.3% | -61.4% |
| 1Y | -65.2% | -36.4% | -28.8% | -73.1% |
| 3Y | -94.6% | +52.8% | -147.4% | -89.1% |
| 5Y | -99.7% | -45.7% | -54.0% | -99.8% |
| All | -99.7% | -47.2% | -52.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling