-48.8%
PXS vs VT
+216.1%
-264.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -4.2% |
| 7D | -23.2% | -4.2% | -19.0% | -21.5% |
| 30D | -27.4% | -5.8% | -21.7% | -25.2% |
| 3M | +16.3% | -5.2% | +21.6% | +19.4% |
| 6M | +15.7% | +0.1% | +15.6% | +14.9% |
| YTD | +98.9% | +8.2% | +90.7% | +89.4% |
| 1Y | +110.2% | +10.1% | +100.0% | +98.3% |
| 3Y | +46.3% | +69.7% | -23.3% | +9.1% |
| 5Y | +65.2% | +53.4% | +11.8% | +28.9% |
| 10Y | -41.5% | +219.2% | -260.7% | -62.2% |
| All | -48.8% | +216.1% | -264.9% | -70.0% |
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