-99.7%
UVXY vs PPG
-24.1%
-75.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.0% |
| 7D | +2.8% | -6.2% | +9.0% | -8.1% |
| 30D | -11.4% | -7.9% | -3.4% | -23.2% |
| 3M | -41.5% | -10.2% | -31.3% | -50.8% |
| 6M | -61.0% | +2.7% | -63.7% | -55.4% |
| YTD | -49.8% | +4.9% | -54.7% | -37.6% |
| 1Y | -66.4% | -3.2% | -63.3% | -64.1% |
| 3Y | -94.8% | -17.0% | -77.8% | -93.5% |
| All | -99.7% | -24.1% | -75.6% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling