-69.8%
UVXY vs PENG
+118.5%
-188.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +2.8% |
| 7D | -5.0% | +4.5% | -9.5% | -3.5% |
| 30D | -20.5% | -7.1% | -13.4% | -21.9% |
| 3M | -36.6% | -27.3% | -9.3% | -38.8% |
| 6M | -56.9% | +169.6% | -226.5% | -9.2% |
| YTD | -51.2% | +164.6% | -215.8% | +5.4% |
| 1Y | -69.8% | +109.5% | -179.2% | -36.3% |
| All | -69.8% | +118.5% | -188.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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