-19.0%
PFE vs VXX
-95.6%
+76.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | 0.0% |
| 7D | -2.6% | +2.0% | -4.5% | -2.4% |
| 30D | +5.4% | -7.1% | +12.5% | +4.9% |
| 3M | +7.8% | -28.6% | +36.4% | +5.7% |
| 6M | +5.0% | -44.0% | +49.0% | +1.8% |
| YTD | +17.1% | -31.7% | +48.8% | +15.2% |
| 1Y | +19.3% | -46.3% | +65.7% | +16.0% |
| 3Y | -0.9% | -78.3% | +77.3% | -5.9% |
| All | -19.0% | -95.6% | +76.7% | -27.7% |
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