+405.8%
PGR vs VXX
-99.0%
+504.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.2% |
| 7D | -0.6% | +2.0% | -2.6% | -0.4% |
| 30D | +4.9% | -7.1% | +12.0% | +4.2% |
| 3M | +7.6% | -28.6% | +36.3% | +3.8% |
| 6M | +8.3% | -44.0% | +52.2% | +1.9% |
| YTD | +1.7% | -31.7% | +33.5% | -1.6% |
| 1Y | -6.8% | -46.3% | +39.5% | -12.0% |
| 3Y | +73.4% | -78.3% | +151.7% | +55.7% |
| 5Y | +161.2% | -95.8% | +257.0% | +94.4% |
| All | +405.8% | -99.0% | +504.8% | +263.0% |
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