-21.9%
PINS vs VXX
-98.9%
+77.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +0.1% |
| 7D | -6.6% | +2.0% | -8.6% | -6.0% |
| 30D | -16.8% | -7.1% | -9.7% | -18.6% |
| 3M | -11.4% | -28.6% | +17.2% | -19.8% |
| 6M | -1.7% | -44.0% | +42.3% | -16.4% |
| YTD | -26.4% | -31.7% | +5.3% | -32.4% |
| 1Y | -45.5% | -46.3% | +0.8% | -53.0% |
| 3Y | -31.7% | -78.3% | +46.5% | -46.3% |
| 5Y | -64.9% | -95.8% | +30.9% | -81.8% |
| All | -21.9% | -98.9% | +77.0% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling