+58.1%
PPL vs VXX
-99.0%
+157.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | +2.7% | -3.5% | +6.1% | +2.3% |
| 30D | +0.5% | -13.6% | +14.1% | -1.0% |
| 3M | +0.7% | -24.6% | +25.3% | -1.9% |
| 6M | -7.6% | -39.9% | +32.3% | -11.5% |
| YTD | +1.8% | -33.1% | +34.9% | -1.2% |
| 1Y | -0.8% | -49.9% | +49.2% | -6.1% |
| 3Y | +56.9% | -79.1% | +136.0% | +42.3% |
| 5Y | +39.5% | -95.6% | +135.1% | +8.9% |
| All | +58.1% | -99.0% | +157.1% | +12.2% |
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