-70.5%
UVXY vs PPG
+38.5%
-109.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +5.0% | -19.1% | -8.4% |
| 7D | -6.3% | +7.5% | -13.7% | +2.6% |
| 30D | -2.7% | +20.9% | -23.6% | +22.2% |
| 3M | -29.9% | +8.7% | -38.7% | -22.0% |
| 6M | -56.5% | +23.8% | -80.3% | -40.4% |
| YTD | -54.8% | +26.5% | -81.3% | -30.8% |
| 1Y | -70.5% | +37.6% | -108.1% | -50.8% |
| All | -70.5% | +38.5% | -109.0% | -50.8% |
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