-100.0%
UVXY vs PENG
+751.0%
-851.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.2% |
| 7D | +2.3% | +7.3% | -5.0% | +7.6% |
| 30D | -15.0% | -7.5% | -7.6% | -19.1% |
| 3M | -39.8% | -17.2% | -22.6% | -43.2% |
| 6M | -60.0% | +176.7% | -236.8% | +2.1% |
| YTD | -48.8% | +161.0% | -209.9% | +30.5% |
| 1Y | -67.3% | +108.8% | -176.1% | -26.7% |
| 3Y | -94.8% | +109.8% | -204.6% | -78.5% |
| 5Y | -99.7% | +111.7% | -211.4% | -98.0% |
| All | -100.0% | +751.0% | -851.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling