-99.0%
VXX vs PEG
+93.2%
-192.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -0.9% | +2.9% | +1.0% |
| 30D | -7.1% | -3.7% | -3.4% | -11.0% |
| 3M | -28.6% | -7.3% | -21.4% | -34.4% |
| 6M | -44.0% | -10.5% | -33.5% | -50.3% |
| YTD | -31.7% | -7.5% | -24.2% | -37.0% |
| 1Y | -46.3% | -8.7% | -37.6% | -51.0% |
| 3Y | -78.3% | +31.4% | -109.6% | -66.4% |
| 5Y | -95.8% | +37.8% | -133.6% | -92.6% |
| All | -99.0% | +93.2% | -192.2% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling