-62.2%
PXJ vs VT
+374.2%
-436.3%
-94.7%
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 | +2.6% | +0.4% | +2.2% | +2.0% |
| 30D | +14.2% | +1.0% | +13.2% | +12.6% |
| 3M | +10.5% | +2.4% | +8.1% | +6.4% |
| 6M | +16.8% | +12.0% | +4.8% | -1.2% |
| YTD | +63.6% | +15.3% | +48.3% | +33.1% |
| 1Y | +78.8% | +22.6% | +56.3% | +33.8% |
| 3Y | +70.8% | +74.7% | -3.8% | -20.7% |
| 5Y | +222.3% | +66.1% | +156.1% | +58.7% |
| 10Y | +11.8% | +225.0% | -213.2% | -76.3% |
| All | -62.2% | +374.2% | -436.3% | -95.4% |
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 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