+231.0%
PXF vs VT
+374.2%
-143.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | +0.4% | +0.9% | +0.9% |
| 30D | +2.8% | +1.0% | +1.8% | +1.8% |
| 3M | +3.7% | +2.4% | +1.4% | +1.3% |
| 6M | +12.7% | +12.0% | +0.7% | +0.5% |
| YTD | +24.7% | +15.3% | +9.4% | +8.0% |
| 1Y | +38.5% | +22.6% | +15.9% | +12.7% |
| 3Y | +98.1% | +74.7% | +23.4% | +11.4% |
| 5Y | +98.8% | +66.1% | +32.7% | +16.8% |
| 10Y | +204.1% | +225.0% | -20.9% | -12.5% |
| All | +231.0% | +374.2% | -143.1% | -35.7% |
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 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