-97.2%
VXX vs PCOR
-30.9%
-66.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | -1.8% |
| 7D | -3.5% | -9.0% | +5.5% | -8.3% |
| 30D | -13.6% | +4.2% | -17.8% | -11.3% |
| 3M | -24.6% | +14.4% | -39.0% | -17.9% |
| 6M | -39.9% | +0.2% | -40.0% | -39.0% |
| YTD | -33.1% | -20.3% | -12.8% | -40.4% |
| 1Y | -49.9% | -16.1% | -33.8% | -52.9% |
| 3Y | -79.1% | -14.7% | -64.4% | -74.7% |
| 5Y | -95.6% | -43.2% | -52.4% | -94.5% |
| All | -97.2% | -30.9% | -66.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling