+168.0%
PLD vs VXX
-99.0%
+266.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.2% |
| 7D | -1.2% | +2.0% | -3.1% | -0.8% |
| 30D | -3.5% | -7.1% | +3.6% | -4.7% |
| 3M | -7.1% | -28.6% | +21.5% | -12.3% |
| 6M | +2.6% | -44.0% | +46.5% | -6.5% |
| YTD | +8.0% | -31.7% | +39.7% | +2.8% |
| 1Y | +22.1% | -46.3% | +68.4% | +12.2% |
| 3Y | +22.3% | -78.3% | +100.5% | +6.7% |
| 5Y | +17.3% | -95.8% | +113.2% | -18.3% |
| All | +168.0% | -99.0% | +266.9% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 10y: compounded portfolio wealth divided by compounded VXX 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…
10y analysis · Full analysis span regression · 6 months rolling