+35.6%
PFE vs VXX
-51.0%
+86.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.3% | +2.2% |
| 7D | +4.6% | -4.1% | +8.7% | +4.3% |
| 30D | +12.3% | -0.8% | +13.1% | +12.3% |
| 3M | +21.2% | -19.8% | +41.0% | +19.8% |
| 6M | +21.1% | -40.5% | +61.6% | +17.4% |
| YTD | +30.0% | -35.5% | +65.6% | +28.3% |
| 1Y | +35.6% | -51.1% | +86.7% | +30.4% |
| All | +35.6% | -51.0% | +86.6% | +30.4% |
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 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