-95.6%
VXX vs PENG
+100.5%
-196.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.8% | +7.9% | +1.1% |
| 7D | +7.2% | 0.0% | +7.2% | +7.3% |
| 30D | -5.8% | -15.2% | +9.4% | -11.8% |
| 3M | -29.0% | -16.9% | -12.1% | -30.5% |
| 6M | -44.0% | +161.5% | -205.5% | +3.8% |
| YTD | -28.7% | +148.6% | -177.2% | +31.9% |
| 1Y | -45.2% | +89.6% | -134.8% | -9.4% |
| 3Y | -77.8% | +99.8% | -177.6% | -45.6% |
| 5Y | -95.6% | +100.9% | -196.5% | -89.6% |
| All | -95.6% | +100.5% | -196.2% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling