-99.0%
VXX vs PNR
+30.1%
-129.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.6% |
| 7D | +2.0% | -6.0% | +8.0% | -5.3% |
| 30D | -7.1% | -14.0% | +6.9% | -22.6% |
| 3M | -28.6% | -21.7% | -6.9% | -47.3% |
| 6M | -44.0% | -37.3% | -6.7% | -68.2% |
| YTD | -31.7% | -45.1% | +13.4% | -66.7% |
| 1Y | -46.3% | -49.1% | +2.8% | -75.9% |
| 3Y | -78.3% | -14.8% | -63.4% | -75.8% |
| 5Y | -95.8% | -21.0% | -74.8% | -95.2% |
| All | -99.0% | +30.1% | -129.1% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling