-5.1%
PCG vs VXX
-51.1%
+46.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.5% |
| 7D | -13.9% | -3.5% | -10.4% | -14.0% |
| 30D | -16.9% | -13.6% | -3.3% | -17.5% |
| 3M | -14.7% | -24.6% | +9.9% | -16.0% |
| 6M | -23.8% | -39.9% | +16.1% | -26.3% |
| YTD | -10.5% | -33.1% | +22.6% | -12.6% |
| 1Y | -5.1% | -49.9% | +44.8% | -10.0% |
| All | -5.1% | -51.1% | +46.0% | -10.0% |
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