-70.5%
PYXS vs VT
+72.1%
-142.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | 0.0% | +9.1% | +9.1% |
| 7D | +20.4% | +0.4% | +20.0% | +19.7% |
| 30D | +24.3% | +1.0% | +23.3% | +22.9% |
| 3M | +127.5% | +2.4% | +125.1% | +119.6% |
| 6M | +161.1% | +12.0% | +149.1% | +127.3% |
| YTD | +238.3% | +15.3% | +222.9% | +184.7% |
| 1Y | +141.6% | +22.6% | +119.0% | +87.1% |
| 3Y | +67.7% | +74.7% | -7.0% | -8.6% |
| All | -70.5% | +72.1% | -142.6% | -84.3% |
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