-94.8%
UVXY vs PNR
-14.5%
-80.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -7.2% |
| 7D | +2.8% | -6.0% | +8.8% | -7.1% |
| 30D | -11.4% | -14.0% | +2.6% | -30.9% |
| 3M | -41.5% | -21.7% | -19.8% | -62.1% |
| 6M | -61.0% | -37.3% | -23.8% | -83.3% |
| YTD | -49.8% | -45.1% | -4.7% | -83.0% |
| 1Y | -66.4% | -49.1% | -17.3% | -90.1% |
| 3Y | -94.8% | -14.8% | -79.9% | -94.5% |
| All | -94.8% | -14.5% | -80.3% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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