-95.7%
VXX vs PSKY
-70.1%
-25.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -3.8% |
| 7D | +2.0% | -2.4% | +4.4% | +1.5% |
| 30D | -7.1% | +11.6% | -18.7% | -4.7% |
| 3M | -28.6% | +1.5% | -30.2% | -28.0% |
| 6M | -44.0% | +7.7% | -51.7% | -42.5% |
| YTD | -31.7% | -20.1% | -11.6% | -34.0% |
| 1Y | -46.3% | -38.3% | -8.1% | -50.7% |
| 3Y | -78.3% | -17.7% | -60.5% | -76.8% |
| All | -95.7% | -70.1% | -25.6% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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