-100.0%
UVXY vs PR
+169.5%
-269.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | 0.0% |
| 7D | -5.0% | +2.9% | -7.9% | -3.8% |
| 30D | -20.5% | +18.0% | -38.6% | -14.5% |
| 3M | -36.6% | +16.9% | -53.4% | -32.2% |
| 6M | -56.9% | +28.2% | -85.1% | -52.3% |
| YTD | -51.2% | +69.3% | -120.5% | -38.8% |
| 1Y | -69.8% | +69.5% | -139.3% | -61.5% |
| 3Y | -95.1% | +81.7% | -176.7% | -92.2% |
| 5Y | -99.7% | +422.2% | -521.9% | -99.0% |
| 10Y | -100.0% | +110.4% | -210.4% | -100.0% |
| All | -100.0% | +169.5% | -269.5% | -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