-42.3%
PXS vs VT
+224.4%
-266.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.2% |
| 7D | -4.5% | -0.7% | -3.8% | -4.0% |
| 30D | -26.3% | -1.7% | -24.5% | -25.5% |
| 3M | +15.9% | -2.3% | +18.2% | +17.1% |
| 6M | +27.2% | +1.5% | +25.7% | +25.4% |
| YTD | +102.8% | +12.0% | +90.8% | +88.2% |
| 1Y | +106.5% | +12.9% | +93.7% | +90.9% |
| 3Y | +58.3% | +74.9% | -16.6% | +12.0% |
| 5Y | +89.2% | +59.9% | +29.3% | +40.1% |
| 10Y | -42.3% | +224.6% | -267.0% | -42.9% |
| All | -42.3% | +224.4% | -266.7% | -42.9% |
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