+2.9%
PEP vs VXX
-95.6%
+98.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | -0.4% |
| 7D | -1.0% | +2.0% | -2.9% | -0.9% |
| 30D | -0.7% | -7.1% | +6.4% | -0.9% |
| 3M | -4.1% | -28.6% | +24.5% | -5.4% |
| 6M | -13.1% | -44.0% | +30.9% | -14.9% |
| YTD | -2.1% | -31.7% | +29.6% | -3.2% |
| 1Y | -1.7% | -46.3% | +44.7% | -3.7% |
| 3Y | -15.1% | -78.3% | +63.2% | -19.5% |
| All | +2.9% | -95.6% | +98.6% | -13.4% |
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