-100.0%
UVXY vs PR
+152.6%
-252.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -1.4% |
| 7D | +19.4% | -16.4% | +35.8% | +11.1% |
| 30D | +42.6% | -1.9% | +44.5% | +41.7% |
| 3M | +7.1% | +8.0% | -0.9% | +11.1% |
| 6M | -36.5% | +4.1% | -40.6% | -35.3% |
| YTD | -35.8% | +58.7% | -94.5% | -21.3% |
| 1Y | -58.4% | +75.8% | -134.2% | -46.6% |
| 3Y | -92.9% | +73.2% | -166.0% | -89.0% |
| 5Y | -99.4% | +230.1% | -329.6% | -98.5% |
| 10Y | -100.0% | +67.4% | -167.4% | -100.0% |
| All | -100.0% | +152.6% | -252.6% | -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