-78.3%
VXX vs PTC
-9.2%
-69.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -2.9% |
| 7D | +2.0% | -7.3% | +9.2% | -4.3% |
| 30D | -7.1% | -11.6% | +4.5% | -16.1% |
| 3M | -28.6% | +10.5% | -39.1% | -20.8% |
| 6M | -44.0% | -17.8% | -26.2% | -55.5% |
| YTD | -31.7% | -24.9% | -6.8% | -51.4% |
| 1Y | -46.3% | -36.8% | -9.5% | -69.0% |
| 3Y | -78.3% | -8.7% | -69.5% | -68.6% |
| All | -78.3% | -9.2% | -69.0% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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