-21.4%
PFE vs VWO
+35.7%
-57.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -4.3% | +0.2% | -4.4% | -4.3% |
| 30D | +2.7% | +0.9% | +1.8% | +2.4% |
| 3M | +10.0% | +4.3% | +5.7% | +8.5% |
| 6M | +7.2% | +10.5% | -3.4% | +3.7% |
| YTD | +17.3% | +13.4% | +4.0% | +12.6% |
| 1Y | +20.3% | +18.6% | +1.7% | +13.9% |
| 3Y | -1.6% | +65.8% | -67.4% | -15.2% |
| 5Y | -21.4% | +35.2% | -56.6% | -33.9% |
| All | -21.4% | +35.7% | -57.1% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling