-51.1%
VXX vs PEGA
-44.4%
-6.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.7% | -9.6% |
| 7D | -4.1% | -2.9% | -1.2% | -4.4% |
| 30D | -0.8% | -0.5% | -0.3% | -0.8% |
| 3M | -19.8% | +8.5% | -28.3% | -18.9% |
| 6M | -40.5% | -6.3% | -34.2% | -41.4% |
| YTD | -35.5% | -42.2% | +6.6% | -45.2% |
| 1Y | -51.1% | -43.4% | -7.7% | -60.6% |
| All | -51.1% | -44.4% | -6.7% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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