-94.2%
VXX vs PCOR
-11.9%
-82.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.6% |
| 7D | -14.7% | +3.0% | -17.7% | -13.1% |
| 30D | +8.9% | +38.7% | -29.8% | +33.1% |
| 3M | -4.5% | +24.9% | -29.4% | +10.6% |
| 6M | -34.0% | +68.8% | -102.8% | -8.1% |
| YTD | -29.2% | +6.7% | -35.9% | -25.0% |
| 1Y | -46.8% | +3.0% | -49.8% | -44.6% |
| 3Y | -76.2% | +48.6% | -124.9% | -61.1% |
| All | -94.2% | -11.9% | -82.3% | -92.4% |
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