-100.0%
UVXY vs PSLV
+45.8%
-145.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.6% |
| 7D | +2.8% | -3.5% | +6.3% | +0.8% |
| 30D | -11.4% | -2.1% | -9.2% | -11.8% |
| 3M | -41.5% | -1.6% | -39.9% | -40.6% |
| 6M | -61.0% | -25.5% | -35.5% | -64.8% |
| YTD | -49.8% | -11.4% | -38.4% | -46.5% |
| 1Y | -66.4% | +48.6% | -115.0% | -47.8% |
| 3Y | -94.8% | +166.9% | -261.6% | -86.7% |
| 5Y | -99.7% | +152.4% | -252.1% | -99.2% |
| 10Y | -100.0% | +187.8% | -287.8% | -100.0% |
| All | -100.0% | +45.8% | -145.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling