+17.8%
PFE vs VXX
-99.0%
+116.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | -0.2% |
| 7D | -2.6% | +2.0% | -4.5% | -2.3% |
| 30D | +5.4% | -7.1% | +12.5% | +4.6% |
| 3M | +7.8% | -28.6% | +36.4% | +4.3% |
| 6M | +5.0% | -44.0% | +49.0% | -0.4% |
| YTD | +17.1% | -31.7% | +48.8% | +13.9% |
| 1Y | +19.3% | -46.3% | +65.7% | +13.8% |
| 3Y | -0.9% | -78.3% | +77.3% | -9.0% |
| 5Y | -20.8% | -95.8% | +75.0% | -37.6% |
| All | +17.8% | -99.0% | +116.7% | -10.2% |
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