+174.5%
PM vs VXX
-99.0%
+273.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.2% |
| 7D | +4.7% | +2.0% | +2.7% | +4.9% |
| 30D | +2.6% | -7.1% | +9.7% | +1.9% |
| 3M | +6.6% | -28.6% | +35.2% | +3.1% |
| 6M | +16.5% | -44.0% | +60.5% | +10.3% |
| YTD | +21.2% | -31.7% | +52.9% | +17.8% |
| 1Y | +17.9% | -46.3% | +64.3% | +12.2% |
| 3Y | +129.8% | -78.3% | +208.1% | +108.7% |
| 5Y | +133.0% | -95.8% | +228.9% | +78.3% |
| All | +174.5% | -99.0% | +273.5% | +90.6% |
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 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