-51.1%
VXX vs PTEN
+79.8%
-130.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.4% | -0.3% | -8.8% |
| 7D | -4.1% | -15.5% | +11.4% | -2.8% |
| 30D | -0.8% | -7.8% | +7.0% | +0.1% |
| 3M | -19.8% | +6.4% | -26.2% | -19.8% |
| 6M | -40.5% | -11.9% | -28.6% | -39.9% |
| YTD | -35.5% | +79.4% | -114.9% | -22.5% |
| 1Y | -51.1% | +84.9% | -136.0% | -39.2% |
| All | -51.1% | +79.8% | -130.9% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 1y: compounded portfolio wealth divided by compounded PTEN 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…
1y analysis · Full analysis span regression · 6 months rolling