-97.0%
VXX vs PCOR
-36.7%
-60.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +2.2% |
| 7D | +7.2% | -12.2% | +19.3% | -0.1% |
| 30D | -5.8% | -9.4% | +3.6% | -10.4% |
| 3M | -29.0% | +22.2% | -51.2% | -19.8% |
| 6M | -44.0% | -7.3% | -36.7% | -45.5% |
| YTD | -28.7% | -26.8% | -1.8% | -39.4% |
| 1Y | -45.2% | -22.2% | -22.9% | -50.5% |
| 3Y | -77.8% | -19.1% | -58.7% | -74.0% |
| 5Y | -95.6% | -42.4% | -53.2% | -94.8% |
| All | -97.0% | -36.7% | -60.4% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling