-99.7%
UVXY vs PSLV
+154.2%
-253.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.6% |
| 7D | +2.8% | -3.5% | +6.3% | +1.2% |
| 30D | -11.4% | -2.1% | -9.2% | -11.7% |
| 3M | -41.5% | -1.6% | -39.9% | -40.7% |
| 6M | -61.0% | -25.5% | -35.5% | -63.7% |
| YTD | -49.8% | -11.4% | -38.4% | -44.7% |
| 1Y | -66.4% | +48.6% | -115.0% | -46.1% |
| 3Y | -94.8% | +166.9% | -261.6% | -86.7% |
| All | -99.7% | +154.2% | -253.9% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling