-99.0%
VXX vs PTC
+76.9%
-175.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -2.7% |
| 7D | +2.0% | -7.3% | +9.2% | -5.4% |
| 30D | -7.1% | -11.6% | +4.5% | -17.8% |
| 3M | -28.6% | +10.5% | -39.1% | -20.4% |
| 6M | -44.0% | -17.8% | -26.2% | -54.9% |
| YTD | -31.7% | -24.9% | -6.8% | -49.8% |
| 1Y | -46.3% | -36.8% | -9.5% | -66.9% |
| 3Y | -78.3% | -8.7% | -69.5% | -74.7% |
| 5Y | -95.8% | +4.1% | -99.9% | -93.2% |
| All | -99.0% | +76.9% | -175.9% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling