+959.1%
PLTR vs VXX
-78.4%
+1,037.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.7% |
| 7D | -4.1% | +2.0% | -6.0% | -3.3% |
| 30D | -2.2% | -7.1% | +4.9% | -4.5% |
| 3M | +27.6% | -28.6% | +56.2% | +13.8% |
| 6M | +10.3% | -44.0% | +54.3% | -8.4% |
| YTD | -5.9% | -31.7% | +25.8% | -14.4% |
| 1Y | +1.7% | -46.3% | +48.1% | -13.4% |
| 3Y | +959.1% | -78.3% | +1,037.3% | +753.9% |
| All | +959.1% | -78.4% | +1,037.5% | +753.9% |
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