+21.0%
PFE vs VWO
+56.0%
-35.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.7% | +2.0% | -3.7% | -2.3% |
| 30D | +0.3% | -4.3% | +4.6% | +1.6% |
| 3M | +9.4% | -6.4% | +15.8% | +11.5% |
| 6M | +14.9% | -5.6% | +20.5% | +16.5% |
| YTD | +23.8% | +5.2% | +18.6% | +20.0% |
| 1Y | +19.5% | +5.2% | +14.3% | +15.9% |
| 3Y | +21.0% | +55.5% | -34.5% | +1.1% |
| All | +21.0% | +56.0% | -35.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling