-77.2%
PXLW vs VT
+226.9%
-304.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | 0.0% |
| 7D | -1.6% | -2.0% | +0.4% | +1.4% |
| 30D | +14.3% | -1.4% | +15.7% | +16.9% |
| 3M | +9.6% | +4.7% | +4.8% | +2.9% |
| 6M | +11.7% | +11.4% | +0.3% | -4.4% |
| YTD | +8.2% | +13.1% | -4.9% | -9.5% |
| 1Y | -40.3% | +19.0% | -59.3% | -53.4% |
| 3Y | -53.4% | +73.9% | -127.3% | -78.6% |
| 5Y | -89.7% | +65.4% | -155.1% | -94.7% |
| All | -77.2% | +226.9% | -304.1% | -95.2% |
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