-94.4%
UVXY vs PENG
+191.6%
-286.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +9.3% | -29.5% | -14.3% |
| 7D | -5.6% | -3.8% | -1.8% | -0.8% |
| 30D | +12.8% | -40.1% | +52.9% | -7.5% |
| 3M | -14.8% | -21.8% | +6.9% | -15.6% |
| 6M | -49.0% | +3.3% | -52.3% | -29.7% |
| YTD | -48.8% | +133.6% | -182.4% | +56.0% |
| 1Y | -66.4% | +110.7% | -177.1% | -4.4% |
| 3Y | -94.4% | +204.3% | -298.7% | -69.9% |
| All | -94.4% | +191.6% | -286.1% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling