-67.7%
PCG vs VXX
-99.0%
+31.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -2.4% |
| 7D | -3.5% | +2.0% | -5.5% | -3.1% |
| 30D | -20.6% | -7.1% | -13.5% | -21.7% |
| 3M | -17.6% | -28.6% | +11.1% | -22.4% |
| 6M | -23.5% | -44.0% | +20.5% | -30.6% |
| YTD | -13.6% | -31.7% | +18.1% | -18.1% |
| 1Y | -11.3% | -46.3% | +35.0% | -19.0% |
| 3Y | -16.9% | -78.3% | +61.3% | -29.6% |
| 5Y | +50.8% | -95.8% | +146.6% | -4.2% |
| All | -67.7% | -99.0% | +31.3% | -82.2% |
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 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