-99.0%
VXX vs PENG
+166.3%
-265.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.2% | -9.5% | -1.8% |
| 7D | +2.0% | -1.2% | +3.1% | +1.7% |
| 30D | -7.1% | -12.9% | +5.8% | -12.4% |
| 3M | -28.6% | -20.5% | -8.2% | -32.5% |
| 6M | -44.0% | +176.8% | -220.8% | +7.7% |
| YTD | -31.7% | +161.6% | -193.3% | +30.5% |
| 1Y | -46.3% | +95.6% | -142.0% | -9.6% |
| 3Y | -78.3% | +111.9% | -190.2% | -44.9% |
| 5Y | -95.8% | +111.4% | -207.2% | -87.2% |
| All | -99.0% | +166.3% | -265.2% | -92.5% |
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