-42.9%
PXS vs VT
+217.6%
-260.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | -15.1% | -0.1% | -15.0% | -15.0% |
| 30D | -28.9% | -3.1% | -25.8% | -27.6% |
| 3M | +11.9% | -3.5% | +15.4% | +13.9% |
| 6M | +26.2% | +0.5% | +25.7% | +25.1% |
| YTD | +97.2% | +10.8% | +86.4% | +84.1% |
| 1Y | +103.2% | +11.9% | +91.3% | +88.8% |
| 3Y | +53.9% | +73.0% | -19.1% | +9.6% |
| 5Y | +80.1% | +58.6% | +21.5% | +33.9% |
| 10Y | -42.9% | +219.2% | -262.0% | -45.8% |
| All | -42.9% | +217.6% | -260.5% | -45.8% |
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