+166.8%
PM vs VXX
-99.0%
+265.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.7% |
| 7D | -1.2% | +1.6% | -2.7% | -1.0% |
| 30D | -0.2% | -9.5% | +9.3% | -1.1% |
| 3M | +4.9% | -27.3% | +32.2% | +1.7% |
| 6M | +9.0% | -43.3% | +52.4% | +3.4% |
| YTD | +17.8% | -30.9% | +48.6% | +14.6% |
| 1Y | +16.8% | -47.2% | +64.0% | +11.0% |
| 3Y | +125.4% | -78.5% | +203.9% | +104.3% |
| 5Y | +128.7% | -95.6% | +224.3% | +76.2% |
| All | +166.8% | -99.0% | +265.8% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling