-70.5%
UVXY vs PFG
+46.8%
-117.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +4.1% | -18.2% | -9.8% |
| 7D | -6.3% | +4.9% | -11.2% | -0.7% |
| 30D | -2.7% | +5.7% | -8.4% | +3.5% |
| 3M | -29.9% | +2.6% | -32.5% | -27.7% |
| 6M | -56.5% | +19.8% | -76.3% | -43.0% |
| YTD | -54.8% | +36.3% | -91.1% | -21.7% |
| 1Y | -70.5% | +47.9% | -118.4% | -41.8% |
| All | -70.5% | +46.8% | -117.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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