-74.4%
PYXS vs VT
+70.2%
-144.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.6% | -12.5% | -12.3% |
| 7D | -9.9% | -0.1% | -9.7% | -9.7% |
| 30D | -11.7% | -0.7% | -11.1% | -10.9% |
| 3M | +98.8% | +4.0% | +94.8% | +89.0% |
| 6M | +125.3% | +12.3% | +113.0% | +95.5% |
| YTD | +193.9% | +14.0% | +179.9% | +151.1% |
| 1Y | +84.7% | +20.3% | +64.4% | +46.4% |
| 3Y | +58.7% | +75.4% | -16.8% | -13.4% |
| All | -74.4% | +70.2% | -144.5% | -86.2% |
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