-100.0%
UVXY vs PENG
+762.7%
-862.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +5.2% |
| 7D | -5.0% | +4.5% | -9.5% | -1.8% |
| 30D | -20.5% | -7.1% | -13.4% | -24.1% |
| 3M | -36.6% | -27.3% | -9.3% | -44.7% |
| 6M | -56.9% | +169.6% | -226.5% | +8.6% |
| YTD | -51.2% | +164.6% | -215.8% | +25.6% |
| 1Y | -69.8% | +109.5% | -179.2% | -32.2% |
| 3Y | -95.1% | +98.9% | -194.0% | -80.3% |
| 5Y | -99.7% | +116.3% | -215.9% | -98.0% |
| All | -100.0% | +762.7% | -862.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling