-100.0%
UVXY vs PR
+86.0%
-186.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +4.2% |
| 7D | -22.1% | +6.0% | -28.0% | -20.1% |
| 30D | +8.2% | -4.2% | +12.4% | +6.4% |
| 3M | -12.3% | +10.0% | -22.3% | -8.3% |
| 6M | -51.0% | +15.6% | -66.6% | -47.7% |
| YTD | -49.9% | +68.2% | -118.1% | -37.0% |
| 1Y | -67.7% | +79.2% | -146.9% | -58.1% |
| 3Y | -94.1% | +94.9% | -189.0% | -90.4% |
| 5Y | -99.5% | +272.8% | -372.3% | -98.7% |
| All | -100.0% | +86.0% | -186.0% | -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