-32.2%
PAX vs VT
+57.5%
-89.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | +1.3% | -0.1% | +1.5% | +1.4% |
| 30D | -18.7% | -3.1% | -15.7% | -16.1% |
| 3M | -15.3% | -3.5% | -11.8% | -12.0% |
| 6M | -21.1% | +0.5% | -21.6% | -21.6% |
| YTD | -37.9% | +10.8% | -48.7% | -44.6% |
| 1Y | -32.7% | +11.9% | -44.6% | -40.6% |
| 3Y | -19.8% | +73.0% | -92.8% | -55.6% |
| 5Y | -32.2% | +58.6% | -90.8% | -59.2% |
| All | -32.2% | +57.5% | -89.7% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling