+54.8%
PPL vs VXX
-99.0%
+153.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.8% |
| 7D | -2.1% | +2.0% | -4.1% | -1.9% |
| 30D | -3.1% | -7.1% | +4.0% | -3.8% |
| 3M | -3.1% | -28.6% | +25.5% | -6.1% |
| 6M | -8.0% | -44.0% | +36.0% | -12.6% |
| YTD | -0.3% | -31.7% | +31.4% | -3.1% |
| 1Y | -2.2% | -46.3% | +44.1% | -6.8% |
| 3Y | +50.4% | -78.3% | +128.6% | +37.0% |
| 5Y | +36.9% | -95.8% | +132.7% | +5.8% |
| All | +54.8% | -99.0% | +153.8% | +10.1% |
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