-99.0%
VXX vs PENG
+169.4%
-268.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.9% | +3.6% |
| 7D | -3.5% | +4.5% | -8.0% | -1.3% |
| 30D | -13.6% | -7.1% | -6.5% | -16.1% |
| 3M | -24.6% | -27.3% | +2.7% | -30.9% |
| 6M | -39.9% | +169.6% | -209.5% | +14.0% |
| YTD | -33.1% | +164.6% | -197.7% | +28.3% |
| 1Y | -49.9% | +109.5% | -159.4% | -12.7% |
| 3Y | -79.1% | +98.9% | -178.0% | -49.0% |
| 5Y | -95.6% | +116.3% | -211.8% | -86.3% |
| All | -99.0% | +169.4% | -268.4% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling