+542.7%
PBR vs VXX
-95.6%
+638.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.4% | -1.3% |
| 7D | +5.4% | +2.0% | +3.4% | +5.6% |
| 30D | +22.9% | -7.1% | +30.0% | +21.8% |
| 3M | +19.6% | -28.6% | +48.3% | +15.1% |
| 6M | +16.5% | -44.0% | +60.5% | +9.3% |
| YTD | +86.7% | -31.7% | +118.4% | +80.6% |
| 1Y | +74.7% | -46.3% | +121.1% | +64.8% |
| 3Y | +102.6% | -78.3% | +180.8% | +81.6% |
| All | +542.7% | -95.6% | +638.3% | +353.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling