-99.0%
VXX vs PFGC
+168.8%
-267.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.6% |
| 7D | +2.0% | -4.8% | +6.7% | -0.9% |
| 30D | -7.1% | -12.5% | +5.4% | -14.3% |
| 3M | -28.6% | -9.7% | -18.9% | -32.9% |
| 6M | -44.0% | +7.0% | -51.0% | -40.8% |
| YTD | -31.7% | +4.5% | -36.2% | -28.3% |
| 1Y | -46.3% | -11.6% | -34.8% | -48.9% |
| 3Y | -78.3% | +58.5% | -136.8% | -66.8% |
| 5Y | -95.8% | +112.6% | -208.4% | -91.4% |
| All | -99.0% | +168.8% | -267.8% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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