-60.6%
PXLW vs VT
+355.4%
-416.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.7% | -0.5% | +40.1% | +40.2% |
| 7D | +45.8% | -0.1% | +45.9% | +45.7% |
| 30D | +22.7% | -3.1% | +25.8% | +27.1% |
| 3M | +13.0% | -3.5% | +16.5% | +17.8% |
| 6M | +27.2% | +0.5% | +26.8% | +27.2% |
| YTD | +14.6% | +10.8% | +3.8% | +2.7% |
| 1Y | +18.9% | +11.9% | +7.0% | +5.7% |
| 3Y | -47.2% | +73.0% | -120.1% | -70.2% |
| 5Y | -87.8% | +58.6% | -146.4% | -92.1% |
| 10Y | -77.7% | +219.2% | -296.9% | -92.2% |
| All | -60.6% | +355.4% | -416.0% | -91.3% |
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