-98.9%
VXX vs PFG
+116.2%
-215.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +4.1% |
| 7D | +7.2% | -3.0% | +10.1% | +3.4% |
| 30D | -5.8% | +2.5% | -8.3% | -2.9% |
| 3M | -29.0% | +6.1% | -35.1% | -23.8% |
| 6M | -44.0% | +31.3% | -75.3% | -21.3% |
| YTD | -28.7% | +33.6% | -62.2% | +3.6% |
| 1Y | -45.2% | +48.5% | -93.7% | -8.1% |
| 3Y | -77.8% | +69.6% | -147.4% | -45.5% |
| 5Y | -95.6% | +111.5% | -207.1% | -83.0% |
| All | -98.9% | +116.2% | -215.1% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling