-99.7%
UVXY vs PFGC
+110.3%
-210.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.3% | -7.4% |
| 7D | +2.8% | -4.8% | +7.6% | -3.6% |
| 30D | -11.4% | -12.5% | +1.2% | -25.9% |
| 3M | -41.5% | -9.7% | -31.8% | -49.2% |
| 6M | -61.0% | +7.0% | -68.1% | -55.9% |
| YTD | -49.8% | +4.5% | -54.3% | -44.5% |
| 1Y | -66.4% | -11.6% | -54.9% | -70.9% |
| 3Y | -94.8% | +58.5% | -153.3% | -85.3% |
| All | -99.7% | +110.3% | -210.0% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling