+107.0%
PXE vs VT
+374.2%
-267.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.4% | +0.4% | +1.9% | +1.8% |
| 30D | +15.6% | +1.0% | +14.6% | +14.1% |
| 3M | +12.6% | +2.4% | +10.3% | +8.3% |
| 6M | +21.0% | +12.0% | +9.0% | +2.2% |
| YTD | +50.3% | +15.3% | +35.0% | +22.1% |
| 1Y | +43.7% | +22.6% | +21.1% | +8.0% |
| 3Y | +34.3% | +74.7% | -40.4% | -35.6% |
| 5Y | +185.9% | +66.1% | +119.7% | +45.4% |
| 10Y | +150.9% | +225.0% | -74.1% | -42.2% |
| All | +107.0% | +374.2% | -267.2% | -73.5% |
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