+37.4%
PPL vs VXX
-95.3%
+132.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | 0.0% |
| 7D | -1.8% | +7.2% | -8.9% | -1.3% |
| 30D | -2.2% | -5.8% | +3.6% | -2.5% |
| 3M | -3.1% | -29.0% | +26.0% | -4.9% |
| 6M | -8.1% | -44.0% | +35.9% | -10.9% |
| YTD | 0.0% | -28.7% | +28.7% | -1.3% |
| 1Y | -1.3% | -45.2% | +43.9% | -4.0% |
| 3Y | +52.7% | -77.8% | +130.5% | +43.1% |
| 5Y | +37.4% | -95.6% | +133.0% | +12.0% |
| All | +37.4% | -95.3% | +132.7% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling