-100.0%
UVXY vs PRU
+435.8%
-535.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +5.8% |
| 7D | -22.1% | +3.6% | -25.7% | -14.7% |
| 30D | +8.2% | +8.9% | -0.7% | +35.8% |
| 3M | -12.3% | +0.2% | -12.5% | -8.6% |
| 6M | -51.0% | +23.7% | -74.7% | -18.7% |
| YTD | -49.9% | +13.7% | -63.7% | -27.3% |
| 1Y | -67.7% | +20.6% | -88.4% | -46.0% |
| 3Y | -94.1% | +56.3% | -150.4% | -69.1% |
| 5Y | -99.5% | +42.3% | -141.9% | -96.7% |
| 10Y | -100.0% | +99.3% | -199.3% | -100.0% |
| All | -100.0% | +435.8% | -535.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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