-16.0%
PCG vs VXX
-51.0%
+35.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.5% | +0.5% |
| 7D | +1.9% | -4.1% | +6.0% | +1.8% |
| 30D | +8.5% | -0.8% | +9.3% | +8.5% |
| 3M | -22.9% | -19.8% | -3.1% | -23.5% |
| 6M | -16.8% | -40.5% | +23.7% | -18.6% |
| YTD | -15.8% | -35.5% | +19.8% | -18.1% |
| 1Y | -16.0% | -51.1% | +35.1% | -19.0% |
| All | -16.0% | -51.0% | +35.1% | -19.0% |
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