-51.1%
VXX vs PCOR
+4.0%
-55.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +19.7% | -29.3% | -6.4% |
| 7D | -4.1% | +21.8% | -25.9% | -0.5% |
| 30D | -0.8% | +39.5% | -40.3% | +4.7% |
| 3M | -19.8% | +35.2% | -55.0% | -15.5% |
| 6M | -40.5% | +21.7% | -62.2% | -38.7% |
| YTD | -35.5% | +3.9% | -39.5% | -37.8% |
| 1Y | -51.1% | +6.9% | -58.0% | -52.2% |
| All | -51.1% | +4.0% | -55.1% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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