+226.8%
PCAR vs VXX
-99.0%
+325.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.5% |
| 7D | 0.0% | -3.0% | +3.1% | -0.5% |
| 30D | -7.7% | -11.5% | +3.7% | -9.7% |
| 3M | +3.7% | -27.3% | +31.0% | -1.5% |
| 6M | +2.3% | -49.6% | +51.9% | -8.0% |
| YTD | +12.8% | -32.0% | +44.8% | +7.8% |
| 1Y | +27.8% | -48.3% | +76.1% | +17.5% |
| 3Y | +61.8% | -78.9% | +140.7% | +41.0% |
| 5Y | +168.2% | -95.6% | +263.8% | +89.3% |
| All | +226.8% | -99.0% | +325.8% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling