+173.3%
PLD vs VXX
-99.0%
+272.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +1.1% |
| 7D | -0.9% | -3.0% | +2.2% | -1.4% |
| 30D | -1.2% | -11.5% | +10.3% | -3.3% |
| 3M | -2.3% | -27.3% | +25.0% | -7.4% |
| 6M | +4.5% | -49.6% | +54.1% | -6.5% |
| YTD | +10.1% | -32.0% | +42.2% | +4.8% |
| 1Y | +25.9% | -48.3% | +74.2% | +14.9% |
| 3Y | +24.4% | -78.9% | +103.3% | +8.0% |
| 5Y | +15.5% | -95.6% | +111.0% | -18.7% |
| All | +173.3% | -99.0% | +272.3% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling