-78.0%
VXX vs PENG
+107.0%
-185.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.5% |
| 7D | +1.6% | +7.3% | -5.7% | +4.5% |
| 30D | -9.5% | -7.5% | -2.0% | -11.8% |
| 3M | -27.3% | -17.2% | -10.1% | -28.7% |
| 6M | -43.3% | +176.7% | -220.1% | +8.3% |
| YTD | -30.9% | +161.0% | -191.9% | +31.4% |
| 1Y | -47.2% | +108.8% | -156.0% | -7.9% |
| All | -78.0% | +107.0% | -185.0% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling