+69.6%
PBR vs VXX
-51.1%
+120.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | +8.6% | -3.5% | +12.1% | +8.5% |
| 30D | +12.8% | -13.6% | +26.4% | +12.6% |
| 3M | +14.7% | -24.6% | +39.3% | +14.3% |
| 6M | +25.2% | -39.9% | +65.0% | +24.4% |
| YTD | +77.1% | -33.1% | +110.2% | +77.4% |
| 1Y | +69.6% | -49.9% | +119.5% | +67.3% |
| All | +69.6% | -51.1% | +120.7% | +67.3% |
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