+131.5%
PXH vs VT
+217.6%
-86.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | +0.9% | -0.1% | +1.1% | +1.0% |
| 30D | -5.3% | -3.1% | -2.3% | -2.7% |
| 3M | -3.5% | -3.5% | 0.0% | -0.4% |
| 6M | -2.2% | +0.5% | -2.7% | -2.7% |
| YTD | +11.6% | +10.8% | +0.8% | +1.5% |
| 1Y | +10.9% | +11.9% | -1.0% | -0.2% |
| 3Y | +77.8% | +73.0% | +4.8% | +6.4% |
| 5Y | +58.0% | +58.6% | -0.6% | +2.1% |
| 10Y | +131.5% | +219.2% | -87.7% | -36.4% |
| All | +131.5% | +217.6% | -86.1% | -36.4% |
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