+86.6%
PXF vs VT
+53.2%
+33.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +0.9% |
| 7D | -1.8% | -4.2% | +2.4% | +2.0% |
| 30D | -1.4% | -5.8% | +4.4% | +3.9% |
| 3M | -2.8% | -5.2% | +2.4% | +1.9% |
| 6M | +3.1% | +0.1% | +3.0% | +3.0% |
| YTD | +17.9% | +8.2% | +9.7% | +10.2% |
| 1Y | +25.7% | +10.1% | +15.6% | +15.7% |
| 3Y | +91.4% | +69.7% | +21.7% | +20.1% |
| 5Y | +86.6% | +53.4% | +33.2% | +26.0% |
| All | +86.6% | +53.2% | +33.4% | +26.0% |
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