-100.0%
UVXY vs PTEN
+10.5%
-110.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.0% |
| 7D | +11.0% | +2.8% | +8.2% | +13.3% |
| 30D | -8.8% | +17.6% | -26.3% | +3.2% |
| 3M | -41.9% | +8.2% | -50.1% | -38.6% |
| 6M | -61.2% | +38.1% | -99.3% | -51.4% |
| YTD | -46.2% | +117.3% | -163.5% | -2.6% |
| 1Y | -65.2% | +146.1% | -211.3% | -27.4% |
| 3Y | -94.6% | -3.0% | -91.5% | -91.8% |
| 5Y | -99.7% | +93.5% | -193.1% | -98.8% |
| 10Y | -100.0% | -16.8% | -83.2% | -100.0% |
| All | -100.0% | +10.5% | -110.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling