-100.0%
UVXY vs PFGC
+292.9%
-392.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.3% | -7.2% |
| 7D | +2.8% | -4.8% | +7.6% | -1.7% |
| 30D | -11.4% | -12.5% | +1.2% | -21.9% |
| 3M | -41.5% | -9.7% | -31.8% | -47.0% |
| 6M | -61.0% | +7.0% | -68.1% | -57.4% |
| YTD | -49.8% | +4.5% | -54.3% | -45.8% |
| 1Y | -66.4% | -11.6% | -54.9% | -68.9% |
| 3Y | -94.8% | +58.5% | -153.3% | -89.1% |
| 5Y | -99.7% | +112.6% | -212.3% | -98.9% |
| All | -100.0% | +292.9% | -392.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling