-7.0%
PINS vs VXX
-49.3%
+42.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -11.0% | -9.0% |
| 7D | -13.9% | +1.6% | -15.4% | -13.7% |
| 30D | -25.0% | -9.5% | -15.5% | -25.7% |
| 3M | -16.6% | -27.3% | +10.7% | -19.4% |
| 6M | -7.0% | -43.3% | +36.3% | -12.9% |
| All | -7.0% | -49.3% | +42.3% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling