-95.6%
VXX vs PCOR
-42.7%
-52.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.4% | -0.4% |
| 7D | +1.6% | -9.0% | +10.6% | -3.7% |
| 30D | -9.5% | -7.0% | -2.5% | -12.8% |
| 3M | -27.3% | +18.3% | -45.6% | -19.0% |
| 6M | -43.3% | -7.8% | -35.5% | -45.2% |
| YTD | -30.9% | -25.6% | -5.3% | -41.3% |
| 1Y | -47.2% | -22.7% | -24.5% | -52.9% |
| 3Y | -78.5% | -17.7% | -60.8% | -74.4% |
| 5Y | -95.6% | -42.0% | -53.6% | -95.2% |
| All | -95.6% | -42.7% | -52.9% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling