+1,645.9%
PLTR vs VXX
-98.8%
+1,744.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.3% | -1.1% |
| 7D | -9.1% | +7.2% | -16.3% | -6.9% |
| 30D | -5.2% | -5.8% | +0.6% | -7.0% |
| 3M | +27.4% | -29.0% | +56.4% | +13.6% |
| 6M | +9.7% | -44.0% | +53.7% | -8.5% |
| YTD | -6.7% | -28.7% | +22.0% | -13.9% |
| 1Y | -0.5% | -45.2% | +44.7% | -14.5% |
| 3Y | +996.2% | -77.8% | +1,074.1% | +793.0% |
| 5Y | +531.1% | -95.6% | +626.8% | +265.2% |
| All | +1,645.9% | -98.8% | +1,744.7% | +791.2% |
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