+161.2%
PANW vs VXX
-78.4%
+239.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -3.2% |
| 7D | -0.8% | +2.0% | -2.8% | -0.4% |
| 30D | -14.6% | -7.1% | -7.5% | -15.8% |
| 3M | +18.3% | -28.6% | +46.9% | +11.1% |
| 6M | +100.5% | -44.0% | +144.5% | +81.0% |
| YTD | +79.5% | -31.7% | +111.2% | +70.5% |
| 1Y | +66.7% | -46.3% | +113.1% | +52.3% |
| 3Y | +161.2% | -78.3% | +239.5% | +129.7% |
| All | +161.2% | -78.4% | +239.6% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling