-100.0%
UVXY vs PTC
+1,270.6%
-1,370.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.5% |
| 7D | -22.1% | +0.5% | -22.5% | -21.4% |
| 30D | +8.2% | +1.2% | +7.0% | +10.8% |
| 3M | -12.3% | +27.4% | -39.7% | +24.7% |
| 6M | -51.0% | +39.2% | -90.2% | -24.2% |
| YTD | -49.9% | +12.5% | -62.4% | -45.7% |
| 1Y | -67.7% | +12.3% | -80.0% | -64.9% |
| 3Y | -94.1% | +28.8% | -122.9% | -87.4% |
| 5Y | -99.5% | +60.9% | -160.4% | -97.6% |
| 10Y | -100.0% | +316.6% | -416.6% | -99.9% |
| All | -100.0% | +1,270.6% | -1,370.6% | -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