+6.8%
PXJ vs VT
+221.4%
-214.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | +0.2% | +1.0% | -0.8% | -1.2% |
| 30D | +11.6% | -0.2% | +11.8% | +11.8% |
| 3M | +10.0% | +4.5% | +5.5% | +3.2% |
| 6M | +20.3% | +14.1% | +6.3% | -0.4% |
| YTD | +63.0% | +14.8% | +48.2% | +33.8% |
| 1Y | +78.1% | +21.2% | +56.9% | +35.7% |
| 3Y | +67.1% | +76.6% | -9.4% | -23.4% |
| 5Y | +231.1% | +66.6% | +164.5% | +64.3% |
| 10Y | +6.8% | +222.3% | -215.5% | -77.8% |
| All | +6.8% | +221.4% | -214.7% | -77.8% |
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