-99.0%
VXX vs PRU
+43.1%
-142.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | -0.1% |
| 7D | +1.6% | -1.9% | +3.4% | -0.7% |
| 30D | -9.5% | -2.6% | -6.9% | -12.3% |
| 3M | -27.3% | +14.7% | -42.0% | -13.6% |
| 6M | -43.3% | +25.7% | -69.0% | -23.3% |
| YTD | -30.9% | +8.3% | -39.1% | -21.2% |
| 1Y | -47.2% | +17.3% | -64.5% | -32.1% |
| 3Y | -78.5% | +43.2% | -121.7% | -55.0% |
| 5Y | -95.6% | +43.5% | -139.1% | -88.7% |
| All | -99.0% | +43.1% | -142.0% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling