-87.7%
PYXS vs VT
+65.3%
-153.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.5% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | -19.7% | -3.1% | -16.6% | -16.5% |
| 3M | -57.4% | -3.5% | -53.9% | -55.4% |
| 6M | -40.5% | +0.5% | -41.0% | -41.4% |
| YTD | +41.7% | +10.8% | +31.0% | +25.6% |
| 1Y | -65.8% | +11.9% | -77.7% | -70.4% |
| 3Y | +6.5% | +73.0% | -66.4% | -40.6% |
| 5Y | -86.6% | +58.6% | -145.2% | -91.7% |
| All | -87.7% | +65.3% | -153.0% | -93.1% |
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