-100.0%
UVXY vs PSKY
-27.0%
-73.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +6.4% |
| 7D | +11.0% | -6.0% | +17.0% | +5.8% |
| 30D | -8.8% | +10.7% | -19.4% | -0.4% |
| 3M | -41.9% | +1.2% | -43.1% | -40.4% |
| 6M | -61.2% | +1.5% | -62.7% | -59.8% |
| YTD | -46.2% | -21.8% | -24.4% | -55.0% |
| 1Y | -65.2% | -30.2% | -35.0% | -72.8% |
| 3Y | -94.6% | -20.1% | -74.5% | -94.7% |
| 5Y | -99.7% | -70.5% | -29.2% | -99.9% |
| 10Y | -100.0% | -75.2% | -24.8% | -100.0% |
| All | -100.0% | -27.0% | -73.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling