-100.0%
UVXY vs PFG
+841.8%
-941.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | -0.9% |
| 7D | -4.7% | +6.0% | -10.7% | +8.5% |
| 30D | -17.1% | +2.2% | -19.3% | -13.1% |
| 3M | -39.9% | +10.4% | -50.3% | -26.4% |
| 6M | -66.9% | +27.8% | -94.6% | -41.9% |
| YTD | -50.1% | +33.6% | -83.7% | -0.2% |
| 1Y | -68.3% | +49.3% | -117.6% | -16.2% |
| 3Y | -95.0% | +69.7% | -164.7% | -69.9% |
| 5Y | -99.7% | +111.3% | -211.0% | -94.6% |
| 10Y | -100.0% | +240.3% | -340.3% | -99.9% |
| All | -100.0% | +841.8% | -941.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling