-100.0%
UVXY vs PR
+152.2%
-252.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.3% |
| 7D | -3.3% | -9.5% | +6.2% | -7.1% |
| 30D | +12.0% | -5.7% | +17.7% | +9.4% |
| 3M | -15.5% | +3.0% | -18.5% | -14.1% |
| 6M | -49.4% | +11.8% | -61.2% | -46.8% |
| YTD | -49.1% | +58.5% | -107.6% | -37.8% |
| 1Y | -63.7% | +69.9% | -133.6% | -54.1% |
| 3Y | -94.1% | +84.9% | -179.0% | -90.7% |
| 5Y | -99.6% | +246.4% | -346.0% | -98.9% |
| 10Y | -100.0% | +70.3% | -170.3% | -100.0% |
| All | -100.0% | +152.2% | -252.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling