+63.3%
PANW vs VXX
-51.1%
+114.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -2.2% |
| 7D | -11.8% | -4.1% | -7.7% | -12.2% |
| 30D | -14.4% | -0.8% | -13.6% | -14.1% |
| 3M | -5.0% | -19.8% | +14.8% | -7.7% |
| 6M | +88.6% | -40.5% | +129.1% | +76.0% |
| YTD | +88.9% | -35.5% | +124.5% | +83.2% |
| All | +63.3% | -51.1% | +114.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 1y: compounded portfolio wealth divided by compounded VXX 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…
1y analysis · Full analysis span regression · 6 months rolling