-61.2%
UVXY vs PNR
-38.2%
-23.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.5% | +4.4% |
| 7D | +11.0% | -5.5% | +16.5% | +7.8% |
| 30D | -8.8% | -15.6% | +6.8% | -16.7% |
| 3M | -41.9% | -20.2% | -21.7% | -46.6% |
| 6M | -61.2% | -36.6% | -24.6% | -70.1% |
| All | -61.2% | -38.2% | -23.0% | -70.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling