-98.9%
VXX vs PENG
+146.5%
-245.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.5% | +7.8% | -0.3% |
| 7D | -14.7% | +13.2% | -27.9% | -8.3% |
| 30D | +8.9% | -29.9% | +38.8% | -1.2% |
| 3M | -4.5% | -22.2% | +17.7% | -6.8% |
| 6M | -34.0% | -1.9% | -32.1% | -21.7% |
| YTD | -29.2% | +142.1% | -171.4% | +42.6% |
| 1Y | -46.8% | +151.5% | -198.3% | +10.2% |
| 3Y | -76.2% | +206.9% | -283.2% | -27.3% |
| 5Y | -94.3% | +58.2% | -152.5% | -83.7% |
| All | -98.9% | +146.5% | -245.4% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling