-99.4%
UVXY vs PR
+225.0%
-324.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -0.8% |
| 7D | +19.4% | -16.4% | +35.8% | +5.3% |
| 30D | +42.6% | -1.9% | +44.5% | +41.1% |
| 3M | +7.1% | +8.0% | -0.9% | +14.1% |
| 6M | -36.5% | +4.1% | -40.6% | -35.0% |
| YTD | -35.8% | +58.7% | -94.5% | -7.2% |
| 1Y | -58.4% | +75.8% | -134.2% | -34.3% |
| 3Y | -92.9% | +73.2% | -166.0% | -84.7% |
| All | -99.4% | +225.0% | -324.5% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling