-36.1%
PYPL vs VXX
-98.9%
+62.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +3.0% |
| 7D | -5.9% | +7.2% | -13.1% | -4.2% |
| 30D | -9.4% | -5.8% | -3.6% | -10.6% |
| 3M | +31.3% | -29.0% | +60.3% | +21.1% |
| 6M | +19.1% | -44.0% | +63.1% | +4.6% |
| YTD | -7.9% | -28.7% | +20.8% | -12.6% |
| 1Y | -17.9% | -45.2% | +27.3% | -26.0% |
| 3Y | -11.6% | -77.8% | +66.2% | -25.9% |
| 5Y | -81.0% | -95.6% | +14.6% | -88.3% |
| All | -36.1% | -98.9% | +62.8% | -64.2% |
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