+21.1%
PLD vs VXX
-77.4%
+98.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -0.4% |
| 7D | -2.8% | +7.2% | -10.0% | -1.7% |
| 30D | -3.6% | -5.8% | +2.2% | -4.5% |
| 3M | -7.1% | -29.0% | +21.9% | -11.9% |
| 6M | +0.2% | -44.0% | +44.2% | -7.8% |
| YTD | +6.9% | -28.7% | +35.6% | +3.1% |
| 1Y | +25.0% | -45.2% | +70.2% | +16.2% |
| All | +21.1% | -77.4% | +98.5% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling