-46.3%
VXX vs PENG
+98.5%
-144.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.2% | -9.5% | -3.1% |
| 7D | +2.0% | -1.2% | +3.1% | +1.9% |
| 30D | -7.1% | -12.9% | +5.8% | -9.5% |
| 3M | -28.6% | -20.5% | -8.2% | -29.3% |
| 6M | -44.0% | +176.8% | -220.8% | -6.6% |
| YTD | -31.7% | +161.6% | -193.3% | +13.9% |
| 1Y | -46.3% | +95.6% | -142.0% | -10.8% |
| All | -46.3% | +98.5% | -144.9% | -10.8% |
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 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