-46.3%
VXX vs PRU
+18.7%
-65.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.7% |
| 7D | +2.0% | -2.3% | +4.3% | -0.1% |
| 30D | -7.1% | -1.7% | -5.4% | -8.5% |
| 3M | -28.6% | +13.2% | -41.9% | -18.3% |
| 6M | -44.0% | +28.8% | -72.8% | -23.5% |
| YTD | -31.7% | +9.8% | -41.5% | -20.9% |
| 1Y | -46.3% | +17.4% | -63.7% | -26.6% |
| All | -46.3% | +18.7% | -65.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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