-69.8%
UVXY vs PFGC
-5.1%
-64.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.4% |
| 7D | -5.0% | -2.2% | -2.8% | -6.0% |
| 30D | -20.5% | -11.9% | -8.6% | -25.4% |
| 3M | -36.6% | +5.0% | -41.6% | -33.5% |
| 6M | -56.9% | +8.6% | -65.5% | -51.2% |
| YTD | -51.2% | +9.7% | -60.9% | -44.3% |
| 1Y | -69.8% | -6.3% | -63.5% | -70.8% |
| All | -69.8% | -5.1% | -64.7% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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