+395.9%
PG vs VWO
+320.5%
+75.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -0.8% | -1.8% | +1.0% | -0.3% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | -1.3% | +2.2% | -3.6% | -2.2% |
| 6M | -3.8% | +8.8% | -12.6% | -6.6% |
| YTD | +3.6% | +12.4% | -8.8% | -0.5% |
| 1Y | -5.7% | +15.6% | -21.3% | -10.4% |
| 3Y | +1.6% | +62.5% | -60.9% | -13.9% |
| 5Y | +14.6% | +34.3% | -19.7% | +2.2% |
| 10Y | +121.2% | +114.8% | +6.4% | +66.0% |
| All | +395.9% | +320.5% | +75.4% | +175.2% |
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