-78.3%
VXX vs PBF
+59.1%
-137.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.9% |
| 7D | +2.0% | +5.3% | -3.4% | +3.2% |
| 30D | -7.1% | +11.7% | -18.8% | -4.6% |
| 3M | -28.6% | +91.1% | -119.7% | -16.0% |
| 6M | -44.0% | +88.4% | -132.4% | -34.2% |
| YTD | -31.7% | +194.1% | -225.8% | -4.0% |
| 1Y | -46.3% | +180.4% | -226.8% | -24.2% |
| 3Y | -78.3% | +59.3% | -137.6% | -66.8% |
| All | -78.3% | +59.1% | -137.4% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling