-45.0%
PINS vs VXX
-51.1%
+6.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.1% |
| 7D | -12.0% | -3.5% | -8.5% | -12.4% |
| 30D | -12.7% | -13.6% | +0.9% | -14.4% |
| 3M | -5.5% | -24.6% | +19.1% | -8.8% |
| 6M | +5.3% | -39.9% | +45.1% | -0.7% |
| YTD | -21.2% | -33.1% | +11.9% | -23.4% |
| 1Y | -45.0% | -49.9% | +4.9% | -47.5% |
| All | -45.0% | -51.1% | +6.1% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling