-88.0%
PYXS vs VT
+66.2%
-154.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -2.9% |
| 7D | -1.9% | +2.9% | -4.8% | -5.1% |
| 30D | -14.6% | -2.5% | -12.1% | -11.7% |
| 3M | -50.3% | -3.3% | -47.0% | -48.1% |
| 6M | -39.2% | +1.5% | -40.8% | -41.0% |
| YTD | +37.4% | +11.4% | +26.0% | +21.0% |
| 1Y | -63.8% | +11.9% | -75.8% | -68.7% |
| 3Y | +3.3% | +73.9% | -70.6% | -42.8% |
| 5Y | -86.6% | +57.9% | -144.5% | -91.9% |
| All | -88.0% | +66.2% | -154.2% | -93.3% |
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 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