+13.4%
PG vs VXX
-95.6%
+109.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.5% |
| 7D | -0.8% | +2.0% | -2.8% | -0.7% |
| 30D | +0.8% | -7.1% | +7.9% | +0.6% |
| 3M | -1.3% | -28.6% | +27.3% | -2.4% |
| 6M | -3.8% | -44.0% | +40.2% | -5.6% |
| YTD | +3.6% | -31.7% | +35.4% | +2.5% |
| 1Y | -5.7% | -46.3% | +40.6% | -7.4% |
| 3Y | +1.6% | -78.3% | +79.8% | -2.9% |
| All | +13.4% | -95.6% | +109.0% | -1.4% |
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 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