-78.3%
VXX vs PTEN
-3.7%
-74.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.5% |
| 7D | +2.0% | +3.5% | -1.5% | +3.5% |
| 30D | -7.1% | +17.5% | -24.6% | 0.0% |
| 3M | -28.6% | +12.7% | -41.4% | -24.6% |
| 6M | -44.0% | +33.1% | -77.1% | -35.4% |
| YTD | -31.7% | +116.4% | -148.2% | +7.1% |
| 1Y | -46.3% | +141.2% | -187.5% | -7.0% |
| 3Y | -78.3% | -3.8% | -74.5% | -66.5% |
| All | -78.3% | -3.7% | -74.5% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling