-98.9%
VXX vs PEGA
+41.2%
-140.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +4.4% |
| 7D | +7.2% | -5.3% | +12.5% | +3.7% |
| 30D | -5.8% | +8.3% | -14.1% | -0.9% |
| 3M | -29.0% | +8.9% | -37.9% | -24.9% |
| 6M | -44.0% | -19.7% | -24.3% | -50.6% |
| YTD | -28.7% | -39.9% | +11.2% | -47.6% |
| 1Y | -45.2% | -36.4% | -8.8% | -57.2% |
| 3Y | -77.8% | +52.8% | -130.6% | -59.1% |
| 5Y | -95.6% | -45.7% | -50.0% | -97.0% |
| All | -98.9% | +41.2% | -140.1% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling