-51.1%
VXX vs PPG
+38.5%
-89.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.0% | -14.6% | -5.9% |
| 7D | -4.1% | +7.5% | -11.6% | +1.6% |
| 30D | -0.8% | +20.9% | -21.7% | +15.0% |
| 3M | -19.8% | +8.7% | -28.5% | -14.1% |
| 6M | -40.5% | +23.8% | -64.3% | -27.1% |
| YTD | -35.5% | +26.5% | -62.1% | -15.4% |
| 1Y | -51.1% | +37.6% | -88.7% | -31.4% |
| All | -51.1% | +38.5% | -89.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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