-4.9%
PXJ vs VT
+224.4%
-229.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +1.2% |
| 7D | -0.4% | -0.7% | +0.3% | +0.5% |
| 30D | -9.0% | -1.7% | -7.3% | -7.1% |
| 3M | -5.7% | -2.3% | -3.4% | -3.2% |
| 6M | -5.5% | +1.5% | -7.0% | -8.3% |
| YTD | +44.8% | +12.0% | +32.8% | +22.3% |
| 1Y | +40.9% | +12.9% | +28.1% | +17.7% |
| 3Y | +57.1% | +74.9% | -17.9% | -27.3% |
| 5Y | +159.8% | +59.9% | +99.9% | +35.8% |
| 10Y | -4.9% | +224.6% | -229.5% | -80.2% |
| All | -4.9% | +224.4% | -229.2% | -80.2% |
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