-51.1%
VXX vs PNR
-31.2%
-19.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.3% | -12.9% | -8.2% |
| 7D | -4.1% | +11.9% | -16.0% | +0.8% |
| 30D | -0.8% | +37.1% | -38.0% | +14.4% |
| 3M | -19.8% | +5.7% | -25.5% | -19.7% |
| 6M | -40.5% | -5.7% | -34.8% | -44.3% |
| YTD | -35.5% | -29.8% | -5.7% | -51.9% |
| 1Y | -51.1% | -31.8% | -19.3% | -64.8% |
| All | -51.1% | -31.2% | -19.9% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling