+195.3%
PXF vs VT
+223.7%
-28.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.1% |
| 7D | +0.3% | +0.4% | 0.0% | -0.1% |
| 30D | +0.9% | -2.6% | +3.5% | +3.4% |
| 3M | -2.2% | -3.2% | +1.0% | +0.8% |
| 6M | +2.0% | +0.9% | +1.1% | +1.1% |
| YTD | +19.6% | +11.3% | +8.3% | +8.4% |
| 1Y | +27.2% | +14.0% | +13.2% | +12.7% |
| 3Y | +97.3% | +75.8% | +21.5% | +15.9% |
| 5Y | +89.6% | +57.8% | +31.8% | +22.9% |
| 10Y | +195.3% | +219.8% | -24.5% | -7.2% |
| All | +195.3% | +223.7% | -28.3% | -7.2% |
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 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