-95.6%
VXX vs PRU
+43.4%
-139.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +4.3% |
| 7D | +7.2% | -3.8% | +11.0% | +1.3% |
| 30D | -5.8% | -2.0% | -3.8% | -8.5% |
| 3M | -29.0% | +14.0% | -43.0% | -13.8% |
| 6M | -44.0% | +27.2% | -71.2% | -18.6% |
| YTD | -28.7% | +9.1% | -37.8% | -16.5% |
| 1Y | -45.2% | +18.1% | -63.2% | -26.0% |
| 3Y | -77.8% | +44.3% | -122.1% | -48.9% |
| 5Y | -95.6% | +45.7% | -141.3% | -86.9% |
| All | -95.6% | +43.4% | -139.0% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling