+42.8%
PCG vs VXX
-95.6%
+138.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -2.1% |
| 7D | -3.5% | +2.0% | -5.5% | -3.3% |
| 30D | -20.6% | -7.1% | -13.5% | -21.3% |
| 3M | -17.6% | -28.6% | +11.1% | -20.7% |
| 6M | -23.5% | -44.0% | +20.5% | -28.2% |
| YTD | -13.6% | -31.7% | +18.1% | -16.5% |
| 1Y | -11.3% | -46.3% | +35.0% | -16.3% |
| 3Y | -16.9% | -78.3% | +61.3% | -25.7% |
| All | +42.8% | -95.6% | +138.5% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling