-43.0%
PXS vs VT
+236.8%
-279.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +16.0% | +0.4% | +15.6% | +15.7% |
| 30D | +29.4% | +1.0% | +28.5% | +28.7% |
| 3M | +30.1% | +2.4% | +27.7% | +28.2% |
| 6M | +47.0% | +12.0% | +35.0% | +37.8% |
| YTD | +121.4% | +15.3% | +106.0% | +104.2% |
| 1Y | +124.2% | +22.6% | +101.6% | +100.2% |
| 3Y | +79.8% | +74.7% | +5.1% | +32.2% |
| 5Y | +114.2% | +66.1% | +48.0% | +60.6% |
| 10Y | -48.7% | +225.0% | -273.8% | -67.9% |
| All | -43.0% | +236.8% | -279.8% | -67.7% |
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