-94.8%
UVXY vs PPG
-17.4%
-77.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.0% |
| 7D | +2.8% | -6.2% | +9.0% | -8.2% |
| 30D | -11.4% | -7.9% | -3.4% | -23.3% |
| 3M | -41.5% | -10.2% | -31.3% | -50.9% |
| 6M | -61.0% | +2.7% | -63.7% | -55.0% |
| YTD | -49.8% | +4.9% | -54.7% | -36.0% |
| 1Y | -66.4% | -3.2% | -63.3% | -64.4% |
| 3Y | -94.8% | -17.0% | -77.8% | -93.0% |
| All | -94.8% | -17.4% | -77.4% | -93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling