+182.3%
PFE vs VWO
+328.1%
-145.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.5% |
| 7D | +1.8% | +1.1% | +0.7% | +1.3% |
| 30D | +10.2% | +2.4% | +7.8% | +9.2% |
| 3M | +12.7% | +2.0% | +10.7% | +11.5% |
| 6M | +10.5% | +10.7% | -0.1% | +5.6% |
| YTD | +20.2% | +14.4% | +5.7% | +13.2% |
| 1Y | +24.1% | +22.7% | +1.4% | +13.5% |
| 3Y | -3.6% | +64.2% | -67.8% | -22.0% |
| 5Y | -20.9% | +35.8% | -56.6% | -31.8% |
| 10Y | +35.8% | +114.7% | -78.9% | -5.8% |
| All | +182.3% | +328.1% | -145.8% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling