-100.0%
UVXY vs PEGA
+411.4%
-511.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +0.3% |
| 7D | +2.3% | -6.1% | +8.4% | -3.9% |
| 30D | -15.0% | +6.4% | -21.4% | -9.2% |
| 3M | -39.8% | +2.9% | -42.7% | -38.3% |
| 6M | -60.0% | -23.8% | -36.2% | -69.8% |
| YTD | -48.8% | -41.1% | -7.8% | -70.7% |
| 1Y | -67.3% | -38.2% | -29.1% | -79.6% |
| 3Y | -94.8% | +49.8% | -144.7% | -86.8% |
| 5Y | -99.7% | -48.0% | -51.7% | -99.7% |
| 10Y | -100.0% | +173.1% | -273.1% | -100.0% |
| All | -100.0% | +411.4% | -511.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling