+122.8%
PXE vs VT
+57.0%
+65.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.1% |
| 7D | +6.9% | +2.4% | +4.5% | +4.9% |
| 30D | -6.9% | -1.5% | -5.4% | -6.0% |
| 3M | +5.3% | -4.1% | +9.4% | +8.5% |
| 6M | +13.4% | +0.6% | +12.8% | +11.3% |
| YTD | +48.7% | +11.0% | +37.6% | +31.4% |
| 1Y | +42.9% | +13.3% | +29.6% | +23.6% |
| 3Y | +42.8% | +73.4% | -30.6% | -19.8% |
| All | +122.8% | +57.0% | +65.7% | +44.7% |
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