-94.8%
UVXY vs PHM
+49.3%
-144.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -5.1% |
| 7D | +2.8% | -5.0% | +7.8% | -2.4% |
| 30D | -11.4% | -8.4% | -2.9% | -18.9% |
| 3M | -41.5% | -4.4% | -37.1% | -43.5% |
| 6M | -61.0% | -3.7% | -57.3% | -59.8% |
| YTD | -49.8% | +1.3% | -51.1% | -44.4% |
| 1Y | -66.4% | -14.0% | -52.4% | -68.7% |
| 3Y | -94.8% | +48.1% | -142.9% | -87.3% |
| All | -94.8% | +49.3% | -144.1% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling