-28.1%
PAX vs VT
+88.6%
-116.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.8% | +0.4% | -2.2% | -2.3% |
| 30D | -0.4% | +1.0% | -1.3% | -1.4% |
| 3M | -1.8% | +2.4% | -4.2% | -4.4% |
| 6M | -8.0% | +12.0% | -20.0% | -19.2% |
| YTD | -27.1% | +15.3% | -42.4% | -38.0% |
| 1Y | -15.5% | +22.6% | -38.1% | -33.1% |
| 3Y | -10.1% | +74.7% | -84.8% | -52.1% |
| 5Y | -9.9% | +66.1% | -76.1% | -47.9% |
| All | -28.1% | +88.6% | -116.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling