-51.1%
VXX vs PBF
+120.1%
-171.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -6.7% | -3.0% | -9.0% |
| 7D | -4.1% | -0.9% | -3.2% | -3.9% |
| 30D | -0.8% | -13.7% | +12.9% | +0.4% |
| 3M | -19.8% | +10.6% | -30.4% | -21.0% |
| 6M | -40.5% | +61.2% | -101.7% | -44.7% |
| YTD | -35.5% | +172.7% | -208.3% | -36.6% |
| 1Y | -51.1% | +111.0% | -162.1% | -55.8% |
| All | -51.1% | +120.1% | -171.2% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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