+218.5%
PWR vs VXX
-78.4%
+296.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.3% | +9.4% | +4.1% |
| 7D | +4.2% | +2.0% | +2.2% | +4.8% |
| 30D | -4.0% | -7.1% | +3.0% | -5.6% |
| 3M | -4.8% | -28.6% | +23.9% | -11.4% |
| 6M | +14.6% | -44.0% | +58.6% | +2.2% |
| YTD | +54.2% | -31.7% | +86.0% | +45.6% |
| 1Y | +67.1% | -46.3% | +113.5% | +51.3% |
| 3Y | +218.5% | -78.3% | +296.7% | +180.4% |
| All | +218.5% | -78.4% | +296.8% | +180.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling