-94.8%
UVXY vs PFG
+70.6%
-165.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.8% | -4.5% |
| 7D | +2.8% | -0.4% | +3.2% | +1.9% |
| 30D | -11.4% | +2.9% | -14.2% | -5.9% |
| 3M | -41.5% | +6.7% | -48.2% | -33.2% |
| 6M | -61.0% | +33.8% | -94.8% | -20.3% |
| YTD | -49.8% | +35.0% | -84.8% | +7.5% |
| 1Y | -66.4% | +46.4% | -112.9% | -9.1% |
| 3Y | -94.8% | +71.7% | -166.4% | -67.9% |
| All | -94.8% | +70.6% | -165.3% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling