-61.0%
UVXY vs PSLV
-25.6%
-35.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.6% |
| 7D | +2.8% | -3.5% | +6.3% | +0.4% |
| 30D | -11.4% | -2.1% | -9.2% | -12.0% |
| 3M | -41.5% | -1.6% | -39.9% | -40.8% |
| 6M | -61.0% | -25.5% | -35.5% | -66.7% |
| All | -61.0% | -25.6% | -35.4% | -66.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling