-49.9%
VXX vs PENG
+118.5%
-168.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.9% | +2.0% |
| 7D | -3.5% | +4.5% | -8.0% | -2.5% |
| 30D | -13.6% | -7.1% | -6.5% | -14.6% |
| 3M | -24.6% | -27.3% | +2.7% | -26.5% |
| 6M | -39.9% | +169.6% | -209.5% | -1.3% |
| YTD | -33.1% | +164.6% | -197.7% | +11.4% |
| 1Y | -49.9% | +109.5% | -159.4% | -18.4% |
| All | -49.9% | +118.5% | -168.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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