-1.2%
PFE vs VXX
-77.4%
+76.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -0.2% |
| 7D | -4.0% | +7.2% | -11.2% | -3.5% |
| 30D | +3.9% | -5.8% | +9.7% | +3.4% |
| 3M | +9.9% | -29.0% | +38.9% | +7.1% |
| 6M | +5.3% | -44.0% | +49.3% | +1.1% |
| YTD | +16.8% | -28.7% | +45.4% | +14.8% |
| 1Y | +20.4% | -45.2% | +65.6% | +16.3% |
| All | -1.2% | -77.4% | +76.2% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling