+66.2%
PWR vs VXX
-51.1%
+117.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.9% |
| 7D | +3.6% | -3.5% | +7.1% | +2.5% |
| 30D | -8.6% | -13.6% | +5.0% | -12.5% |
| 3M | -13.2% | -24.6% | +11.4% | -19.4% |
| 6M | +9.9% | -39.9% | +49.8% | -2.2% |
| YTD | +48.0% | -33.1% | +81.1% | +35.8% |
| 1Y | +66.2% | -49.9% | +116.1% | +45.4% |
| All | +66.2% | -51.1% | +117.3% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling