-94.8%
UVXY vs PSKY
-18.9%
-75.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.9% | -6.3% |
| 7D | +2.8% | -2.4% | +5.2% | +2.4% |
| 30D | -11.4% | +11.6% | -22.9% | -9.1% |
| 3M | -41.5% | +1.5% | -43.0% | -40.9% |
| 6M | -61.0% | +7.7% | -68.8% | -59.9% |
| YTD | -49.8% | -20.1% | -29.7% | -51.3% |
| 1Y | -66.4% | -38.3% | -28.2% | -69.0% |
| 3Y | -94.8% | -17.7% | -77.0% | -94.5% |
| All | -94.8% | -18.9% | -75.8% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling