-94.2%
VXX vs PENG
+56.5%
-150.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.5% | +7.8% | -0.1% |
| 7D | -14.7% | +13.2% | -27.9% | -8.8% |
| 30D | +8.9% | -29.9% | +38.8% | 0.0% |
| 3M | -4.5% | -22.2% | +17.7% | -6.2% |
| 6M | -34.0% | -1.9% | -32.1% | -21.6% |
| YTD | -29.2% | +142.1% | -171.4% | +41.9% |
| 1Y | -46.8% | +151.5% | -198.3% | +9.7% |
| 3Y | -76.2% | +206.9% | -283.2% | -28.3% |
| All | -94.2% | +56.5% | -150.7% | -81.7% |
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