+13.4%
PG vs VWO
+34.0%
-20.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | -1.3% | +2.2% | -3.6% | -1.8% |
| 6M | -3.8% | +8.8% | -12.6% | -5.4% |
| YTD | +3.6% | +12.4% | -8.8% | +1.3% |
| 1Y | -5.7% | +15.6% | -21.3% | -8.3% |
| 3Y | +1.6% | +62.5% | -60.9% | -8.4% |
| All | +13.4% | +34.0% | -20.6% | +4.5% |
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