-65.3%
PCG vs VXX
-99.0%
+33.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.9% |
| 7D | +5.4% | -3.0% | +8.4% | +4.8% |
| 30D | -15.1% | -11.5% | -3.7% | -17.1% |
| 3M | -9.8% | -27.3% | +17.5% | -14.8% |
| 6M | -18.0% | -49.6% | +31.6% | -27.0% |
| YTD | -7.2% | -32.0% | +24.8% | -12.1% |
| 1Y | +2.9% | -48.3% | +51.2% | -6.7% |
| 3Y | -11.1% | -78.9% | +67.8% | -25.2% |
| 5Y | +61.8% | -95.6% | +157.4% | +4.2% |
| All | -65.3% | -99.0% | +33.7% | -80.9% |
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