-78.3%
VXX vs PPG
-17.4%
-60.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -3.8% |
| 7D | +2.0% | -6.2% | +8.2% | -5.5% |
| 30D | -7.1% | -7.9% | +0.8% | -15.7% |
| 3M | -28.6% | -10.2% | -18.4% | -36.6% |
| 6M | -44.0% | +2.7% | -46.6% | -38.6% |
| YTD | -31.7% | +4.9% | -36.6% | -20.5% |
| 1Y | -46.3% | -3.2% | -43.2% | -44.6% |
| 3Y | -78.3% | -17.0% | -61.3% | -75.6% |
| All | -78.3% | -17.4% | -60.9% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling