-100.0%
UVXY vs PR
+88.3%
-188.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +2.3% | -0.8% | +3.1% | +1.9% |
| 30D | -15.0% | +11.3% | -26.3% | -10.9% |
| 3M | -39.8% | +24.1% | -63.9% | -34.1% |
| 6M | -60.0% | +25.4% | -85.4% | -56.2% |
| YTD | -48.8% | +71.2% | -120.1% | -35.4% |
| 1Y | -67.3% | +78.6% | -145.9% | -57.3% |
| 3Y | -94.8% | +85.2% | -180.1% | -91.8% |
| 5Y | -99.7% | +419.0% | -518.7% | -99.0% |
| 10Y | -100.0% | +86.2% | -186.2% | -100.0% |
| All | -100.0% | +88.3% | -188.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling