-100.0%
UVXY vs PFGC
+403.3%
-503.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +1.3% |
| 7D | +2.3% | -3.7% | +6.0% | -1.3% |
| 30D | -15.0% | -16.0% | +0.9% | -28.4% |
| 3M | -39.8% | -4.1% | -35.7% | -42.2% |
| 6M | -60.0% | +8.7% | -68.8% | -55.5% |
| YTD | -48.8% | +6.4% | -55.2% | -43.7% |
| 1Y | -67.3% | -8.4% | -58.9% | -68.7% |
| 3Y | -94.8% | +61.8% | -156.6% | -88.9% |
| 5Y | -99.7% | +108.7% | -208.4% | -98.8% |
| 10Y | -100.0% | +298.1% | -398.1% | -100.0% |
| All | -100.0% | +403.3% | -503.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling