-100.0%
UVXY vs PHM
+568.1%
-668.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -4.8% |
| 7D | +2.8% | -5.0% | +7.8% | -3.1% |
| 30D | -11.4% | -8.4% | -2.9% | -20.0% |
| 3M | -41.5% | -4.4% | -37.1% | -44.1% |
| 6M | -61.0% | -3.7% | -57.3% | -60.2% |
| YTD | -49.8% | +1.3% | -51.1% | -44.7% |
| 1Y | -66.4% | -14.0% | -52.4% | -69.4% |
| 3Y | -94.8% | +48.1% | -142.9% | -87.1% |
| 5Y | -99.7% | +158.8% | -258.5% | -97.7% |
| All | -100.0% | +568.1% | -668.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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