-99.0%
VXX vs PNC
+107.2%
-206.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -3.7% |
| 7D | +2.0% | -0.6% | +2.5% | +1.3% |
| 30D | -7.1% | -4.4% | -2.7% | -12.0% |
| 3M | -28.6% | +5.2% | -33.9% | -23.9% |
| 6M | -44.0% | +20.6% | -64.6% | -28.1% |
| YTD | -31.7% | +19.8% | -51.5% | -11.9% |
| 1Y | -46.3% | +24.4% | -70.8% | -26.0% |
| 3Y | -78.3% | +131.2% | -209.5% | -22.8% |
| 5Y | -95.8% | +53.1% | -148.9% | -89.0% |
| All | -99.0% | +107.2% | -206.2% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling