-90.5%
PXLW vs VT
+53.4%
-143.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.3% |
| 7D | -0.8% | -2.3% | +1.5% | +3.0% |
| 30D | -20.4% | -5.0% | -15.5% | -13.3% |
| 3M | -20.7% | -4.9% | -15.8% | -13.5% |
| 6M | -12.3% | -1.5% | -10.8% | -9.5% |
| YTD | -20.4% | +8.5% | -28.9% | -30.7% |
| 1Y | -17.2% | +11.4% | -28.6% | -30.8% |
| 3Y | -68.1% | +70.1% | -138.1% | -86.7% |
| All | -90.5% | +53.4% | -143.9% | -94.5% |
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