-78.3%
VXX vs PNC
+131.1%
-209.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -3.6% |
| 7D | +2.0% | -0.6% | +2.5% | +1.2% |
| 30D | -7.1% | -4.4% | -2.7% | -12.9% |
| 3M | -28.6% | +5.2% | -33.9% | -23.1% |
| 6M | -44.0% | +20.6% | -64.6% | -24.4% |
| YTD | -31.7% | +19.8% | -51.5% | -7.2% |
| 1Y | -46.3% | +24.4% | -70.8% | -20.9% |
| 3Y | -78.3% | +131.2% | -209.5% | -27.0% |
| All | -78.3% | +131.1% | -209.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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