+164.9%
PXJ vs VT
+58.5%
+106.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.2% |
| 7D | +6.1% | +2.9% | +3.3% | +3.1% |
| 30D | -9.2% | -2.5% | -6.7% | -7.0% |
| 3M | -5.8% | -3.3% | -2.5% | -2.8% |
| 6M | -6.0% | +1.5% | -7.5% | -8.1% |
| YTD | +45.6% | +11.4% | +34.3% | +28.4% |
| 1Y | +45.3% | +11.9% | +33.4% | +27.3% |
| 3Y | +58.0% | +73.9% | -15.9% | -11.9% |
| 5Y | +164.9% | +57.9% | +107.0% | +69.4% |
| All | +164.9% | +58.5% | +106.4% | +69.4% |
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 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