-69.8%
UVXY vs PPG
+5.2%
-75.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +2.5% |
| 7D | -5.0% | -1.5% | -3.5% | -6.5% |
| 30D | -20.5% | -5.0% | -15.6% | -25.0% |
| 3M | -36.6% | +1.1% | -37.7% | -34.0% |
| 6M | -56.9% | -3.2% | -53.7% | -52.9% |
| YTD | -51.2% | +11.9% | -63.1% | -38.5% |
| 1Y | -69.8% | +5.3% | -75.1% | -62.9% |
| All | -69.8% | +5.2% | -75.0% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling