-78.3%
VXX vs PFG
+70.6%
-148.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.3% | -2.7% |
| 7D | +2.0% | -0.4% | +2.4% | +1.4% |
| 30D | -7.1% | +2.9% | -10.0% | -3.1% |
| 3M | -28.6% | +6.7% | -35.3% | -21.5% |
| 6M | -44.0% | +33.8% | -77.8% | -9.5% |
| YTD | -31.7% | +35.0% | -66.7% | +13.7% |
| 1Y | -46.3% | +46.4% | -92.8% | +4.2% |
| 3Y | -78.3% | +71.7% | -149.9% | -33.4% |
| All | -78.3% | +70.6% | -148.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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