-100.0%
UVXY vs PSLV
+180.9%
-280.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | -0.4% |
| 7D | +4.0% | -5.9% | +9.9% | +0.4% |
| 30D | -9.3% | -3.1% | -6.2% | -10.3% |
| 3M | -36.5% | -5.3% | -31.3% | -37.0% |
| 6M | -65.1% | -21.8% | -43.4% | -67.7% |
| YTD | -49.3% | -13.7% | -35.6% | -45.8% |
| 1Y | -66.0% | +42.8% | -108.8% | -45.4% |
| 3Y | -94.3% | +167.3% | -261.6% | -83.7% |
| 5Y | -99.7% | +144.8% | -244.5% | -99.1% |
| 10Y | -100.0% | +181.7% | -281.7% | -100.0% |
| All | -100.0% | +180.9% | -280.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling