-55.2%
VXX vs PLTU
+129.7%
-184.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.4% | +7.5% | +2.3% |
| 7D | +7.2% | -17.7% | +24.9% | +3.1% |
| 30D | -5.8% | -12.5% | +6.7% | -7.6% |
| 3M | -29.0% | +39.5% | -68.5% | -20.5% |
| 6M | -44.0% | -7.0% | -37.0% | -41.4% |
| YTD | -28.7% | -38.1% | +9.4% | -31.7% |
| 1Y | -45.2% | -36.0% | -9.2% | -43.8% |
| All | -55.2% | +129.7% | -184.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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