-66.4%
UVXY vs PTC
-36.4%
-30.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -6.1% |
| 7D | +2.8% | -7.3% | +10.1% | -0.3% |
| 30D | -11.4% | -11.6% | +0.3% | -15.5% |
| 3M | -41.5% | +10.5% | -52.0% | -37.8% |
| 6M | -61.0% | -17.8% | -43.2% | -68.5% |
| YTD | -49.8% | -24.9% | -24.9% | -65.0% |
| 1Y | -66.4% | -36.8% | -29.6% | -83.1% |
| All | -66.4% | -36.4% | -30.0% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling