+141.2%
PH vs VXX
-78.4%
+219.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +0.7% |
| 7D | -1.3% | +2.0% | -3.3% | -0.8% |
| 30D | -11.0% | -7.1% | -3.9% | -12.3% |
| 3M | +5.5% | -28.6% | +34.1% | -1.5% |
| 6M | +1.5% | -44.0% | +45.5% | -9.2% |
| YTD | +8.8% | -31.7% | +40.5% | +2.8% |
| 1Y | +24.5% | -46.3% | +70.8% | +12.8% |
| 3Y | +141.2% | -78.3% | +219.4% | +104.9% |
| All | +141.2% | -78.4% | +219.6% | +104.9% |
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 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