-100.0%
UVXY vs PTEN
-15.6%
-84.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -7.0% |
| 7D | +2.8% | +3.5% | -0.7% | +4.9% |
| 30D | -11.4% | +17.5% | -28.9% | -1.8% |
| 3M | -41.5% | +12.7% | -54.2% | -36.8% |
| 6M | -61.0% | +33.1% | -94.1% | -53.9% |
| YTD | -49.8% | +116.4% | -166.3% | -16.9% |
| 1Y | -66.4% | +141.2% | -207.6% | -37.9% |
| 3Y | -94.8% | -3.8% | -91.0% | -92.3% |
| 5Y | -99.7% | +92.7% | -192.4% | -99.0% |
| All | -100.0% | -15.6% | -84.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling