-49.2%
PXS vs VT
+216.8%
-266.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -22.0% | -2.3% | -19.7% | -21.1% |
| 30D | -27.6% | -5.0% | -22.6% | -25.7% |
| 3M | +13.3% | -4.9% | +18.2% | +16.0% |
| 6M | +21.5% | -1.5% | +23.0% | +21.8% |
| YTD | +97.2% | +8.5% | +88.7% | +87.4% |
| 1Y | +107.5% | +11.4% | +96.1% | +94.6% |
| 3Y | +46.0% | +70.1% | -24.1% | +8.7% |
| 5Y | +63.7% | +53.7% | +10.0% | +27.6% |
| 10Y | -42.1% | +220.0% | -262.0% | -62.6% |
| All | -49.2% | +216.8% | -266.1% | -70.3% |
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