-99.7%
UVXY vs PTC
+0.6%
-100.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.0% |
| 7D | +11.0% | -14.2% | +25.3% | -11.1% |
| 30D | -8.8% | -14.4% | +5.7% | -27.3% |
| 3M | -41.9% | -4.7% | -37.2% | -48.2% |
| 6M | -61.2% | -19.3% | -41.9% | -73.9% |
| YTD | -46.2% | -26.1% | -20.1% | -68.6% |
| 1Y | -65.2% | -37.1% | -28.1% | -84.2% |
| 3Y | -94.6% | -10.4% | -84.2% | -92.6% |
| 5Y | -99.7% | +2.5% | -102.1% | -99.1% |
| All | -99.7% | +0.6% | -100.3% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling