+162.6%
PM vs VWO
+25.3%
+137.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.5% | +2.0% | -1.4% | +0.1% |
| 30D | -3.2% | -4.3% | +1.1% | -2.4% |
| 3M | +6.2% | -6.4% | +12.6% | +7.5% |
| 6M | +7.7% | -5.6% | +13.3% | +8.5% |
| YTD | +27.3% | +5.2% | +22.1% | +24.2% |
| 1Y | +32.8% | +5.2% | +27.6% | +29.6% |
| 3Y | +150.0% | +55.5% | +94.5% | +111.6% |
| All | +162.6% | +25.3% | +137.3% | +137.9% |
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