-65.4%
PINS vs VXX
-95.6%
+30.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +0.3% |
| 7D | -6.6% | +2.0% | -8.6% | -6.0% |
| 30D | -16.8% | -7.1% | -9.7% | -18.4% |
| 3M | -11.4% | -28.6% | +17.2% | -18.8% |
| 6M | -1.7% | -44.0% | +42.3% | -14.7% |
| YTD | -26.4% | -31.7% | +5.3% | -31.5% |
| 1Y | -45.5% | -46.3% | +0.8% | -52.0% |
| 3Y | -31.7% | -78.3% | +46.5% | -45.2% |
| All | -65.4% | -95.6% | +30.2% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling