-39.8%
PAX vs VT
+81.6%
-121.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | -1.7% | +2.4% | -4.1% | -4.3% |
| 30D | -18.8% | -1.5% | -17.3% | -17.6% |
| 3M | -19.7% | -4.1% | -15.6% | -15.8% |
| 6M | -14.9% | +0.6% | -15.5% | -15.5% |
| YTD | -38.9% | +11.0% | -49.9% | -45.8% |
| 1Y | -34.1% | +13.3% | -47.5% | -42.9% |
| 3Y | -20.6% | +73.4% | -94.0% | -57.3% |
| 5Y | -33.9% | +57.4% | -91.3% | -59.2% |
| All | -39.8% | +81.6% | -121.4% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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