-89.3%
PXLW vs VT
+66.2%
-155.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.1% |
| 7D | +1.5% | +1.0% | +0.4% | -0.3% |
| 30D | +6.7% | -0.2% | +7.0% | +7.4% |
| 3M | +7.9% | +4.5% | +3.3% | +0.4% |
| 6M | +15.0% | +14.1% | +0.9% | -7.9% |
| YTD | +9.7% | +14.8% | -5.0% | -13.1% |
| 1Y | -28.4% | +21.2% | -49.6% | -48.0% |
| 3Y | -52.7% | +76.6% | -129.3% | -81.5% |
| 5Y | -89.3% | +66.6% | -155.9% | -94.6% |
| All | -89.3% | +66.2% | -155.5% | -94.6% |
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