-78.0%
VXX vs PCOR
-18.2%
-59.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.4% | -0.6% |
| 7D | +1.6% | -9.0% | +10.6% | -4.1% |
| 30D | -9.5% | -7.0% | -2.5% | -13.0% |
| 3M | -27.3% | +18.3% | -45.6% | -18.3% |
| 6M | -43.3% | -7.8% | -35.5% | -46.3% |
| YTD | -30.9% | -25.6% | -5.3% | -45.3% |
| 1Y | -47.2% | -22.7% | -24.5% | -55.6% |
| All | -78.0% | -18.2% | -59.8% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling