+227.4%
PCAR vs VXX
-99.0%
+326.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.6% |
| 7D | -1.6% | +2.0% | -3.6% | -1.2% |
| 30D | -6.4% | -7.1% | +0.7% | -7.5% |
| 3M | +4.7% | -28.6% | +33.3% | -1.0% |
| 6M | +4.5% | -44.0% | +48.5% | -4.3% |
| YTD | +13.0% | -31.7% | +44.7% | +8.1% |
| 1Y | +23.6% | -46.3% | +69.9% | +14.4% |
| 3Y | +60.7% | -78.3% | +139.0% | +40.9% |
| 5Y | +164.5% | -95.8% | +260.3% | +84.8% |
| All | +227.4% | -99.0% | +326.4% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling