+18.0%
PFE vs VXX
-99.0%
+117.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | +0.1% |
| 7D | -4.3% | +1.6% | -5.8% | -4.1% |
| 30D | +2.7% | -9.5% | +12.1% | +1.7% |
| 3M | +10.0% | -27.3% | +37.3% | +6.7% |
| 6M | +7.2% | -43.3% | +50.5% | +1.8% |
| YTD | +17.3% | -30.9% | +48.2% | +14.3% |
| 1Y | +20.3% | -47.2% | +67.5% | +14.5% |
| 3Y | -1.6% | -78.5% | +76.9% | -9.8% |
| 5Y | -21.4% | -95.6% | +74.2% | -37.6% |
| All | +18.0% | -99.0% | +117.0% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling