-100.0%
UVXY vs PTC
+831.9%
-931.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.5% | +7.8% | -7.1% |
| 7D | -4.7% | -12.8% | +8.1% | -24.8% |
| 30D | -17.1% | -9.8% | -7.3% | -30.7% |
| 3M | -39.9% | -2.1% | -37.9% | -45.2% |
| 6M | -66.9% | -18.1% | -48.7% | -77.9% |
| YTD | -50.1% | -23.5% | -26.6% | -70.3% |
| 1Y | -68.3% | -37.4% | -31.0% | -86.4% |
| 3Y | -95.0% | -7.2% | -87.7% | -93.2% |
| 5Y | -99.7% | +2.7% | -102.3% | -99.2% |
| 10Y | -100.0% | +203.4% | -303.4% | -100.0% |
| All | -100.0% | +831.9% | -931.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling