+60.5%
PCAR vs VXX
-77.4%
+138.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +1.1% |
| 7D | -1.6% | +7.2% | -8.7% | -0.5% |
| 30D | -7.3% | -5.8% | -1.4% | -8.1% |
| 3M | +7.8% | -29.0% | +36.8% | +2.6% |
| 6M | +3.6% | -44.0% | +47.6% | -4.1% |
| YTD | +12.9% | -28.7% | +41.5% | +9.2% |
| 1Y | +27.3% | -45.2% | +72.5% | +19.5% |
| All | +60.5% | -77.4% | +138.0% | +42.2% |
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