-99.0%
VXX vs PBF
+187.7%
-286.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.8% |
| 7D | +2.0% | +5.3% | -3.4% | +3.7% |
| 30D | -7.1% | +11.7% | -18.8% | -3.5% |
| 3M | -28.6% | +91.1% | -119.7% | -10.8% |
| 6M | -44.0% | +88.4% | -132.4% | -30.5% |
| YTD | -31.7% | +194.1% | -225.8% | +0.3% |
| 1Y | -46.3% | +180.4% | -226.8% | -21.0% |
| 3Y | -78.3% | +59.3% | -137.6% | -69.5% |
| 5Y | -95.8% | +816.3% | -912.1% | -86.7% |
| All | -99.0% | +187.7% | -286.6% | -95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling