+130.4%
PXE vs VT
+223.7%
-93.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.3% |
| 7D | -10.0% | +0.4% | -10.4% | -10.6% |
| 30D | -8.8% | -2.6% | -6.2% | -6.5% |
| 3M | +6.5% | -3.2% | +9.8% | +9.7% |
| 6M | +8.7% | +0.9% | +7.7% | +5.4% |
| YTD | +40.0% | +11.3% | +28.7% | +18.5% |
| 1Y | +37.2% | +14.0% | +23.2% | +12.6% |
| 3Y | +37.3% | +75.8% | -38.6% | -35.1% |
| 5Y | +105.9% | +57.8% | +48.1% | +11.8% |
| 10Y | +130.4% | +219.8% | -89.4% | -47.9% |
| All | +130.4% | +223.7% | -93.3% | -47.9% |
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