-32.7%
PINS vs VXX
-77.4%
+44.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.4% | +3.5% |
| 7D | -9.9% | +7.2% | -17.1% | -8.5% |
| 30D | -20.9% | -5.8% | -15.1% | -22.0% |
| 3M | -13.7% | -29.0% | +15.3% | -20.0% |
| 6M | -3.0% | -44.0% | +40.9% | -14.0% |
| YTD | -27.5% | -28.7% | +1.2% | -30.9% |
| 1Y | -46.8% | -45.2% | -1.6% | -51.9% |
| All | -32.7% | -77.4% | +44.7% | -47.6% |
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