+411.6%
PH vs VXX
-98.9%
+510.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -0.8% |
| 7D | -3.1% | +7.2% | -10.3% | -1.3% |
| 30D | -11.8% | -5.8% | -6.0% | -13.1% |
| 3M | +6.9% | -29.0% | +35.9% | -1.5% |
| 6M | -1.3% | -44.0% | +42.7% | -13.5% |
| YTD | +7.0% | -28.7% | +35.6% | +1.1% |
| 1Y | +23.1% | -45.2% | +68.3% | +9.9% |
| 3Y | +135.4% | -77.8% | +213.2% | +96.2% |
| 5Y | +250.3% | -95.6% | +346.0% | +110.4% |
| All | +411.6% | -98.9% | +510.5% | +177.5% |
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