-99.7%
UVXY vs PENG
+107.7%
-207.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +1.7% |
| 7D | -4.7% | +7.8% | -12.5% | +0.3% |
| 30D | -17.1% | -12.2% | -4.9% | -23.5% |
| 3M | -39.9% | -20.6% | -19.3% | -44.7% |
| 6M | -66.9% | +180.9% | -247.8% | -10.1% |
| YTD | -50.1% | +162.3% | -212.4% | +33.7% |
| 1Y | -68.3% | +107.3% | -175.6% | -26.8% |
| 3Y | -95.0% | +110.8% | -205.7% | -77.3% |
| 5Y | -99.7% | +117.8% | -217.5% | -98.3% |
| All | -99.7% | +107.7% | -207.4% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling