-49.9%
VXX vs PEG
-7.0%
-42.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.5% |
| 7D | -3.5% | +0.7% | -4.2% | -3.2% |
| 30D | -13.6% | -2.4% | -11.2% | -14.4% |
| 3M | -24.6% | -4.8% | -19.8% | -25.8% |
| 6M | -39.9% | -10.7% | -29.2% | -42.2% |
| YTD | -33.1% | -6.7% | -26.4% | -34.2% |
| 1Y | -49.9% | -6.8% | -43.1% | -50.6% |
| All | -49.9% | -7.0% | -42.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling