+773.5%
PM vs VWO
+126.4%
+647.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | -2.6% | +1.3% | -3.8% | -3.1% |
| 3M | +5.8% | +5.1% | +0.7% | +3.3% |
| 6M | +10.6% | +12.5% | -2.0% | +4.5% |
| YTD | +17.2% | +14.0% | +3.1% | +10.1% |
| 1Y | +17.6% | +19.7% | -2.1% | +8.1% |
| 3Y | +124.3% | +66.8% | +57.5% | +77.5% |
| 5Y | +125.1% | +36.2% | +88.9% | +92.2% |
| 10Y | +198.6% | +111.0% | +87.6% | +108.1% |
| All | +773.5% | +126.4% | +647.2% | +399.1% |
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